In the Harry Potter and The Order of the Phoenix, when Harry used the Cruciatus curse on Bellatrix after she killed Sirius Black, is there any specific reason why she remained almost completely unaffected by it?
You have to really mean it.
In Harry Potter and the Order of the Pheonix, Bellatrix taunts Harry for his inability to cast the curse:
Hatred rose in Harry such as he had never known before; he flung himself out from behind the fountain and bellowed, "Crucio!"
Bellatrix screamed: the spell had knocked her off her feet, but she did not writhe and shriek with pain as Neville had – she was already back on her feet, breathless, no longer laughing. Harry dodged behind the golden fountain again. Her counter-spell hit the head of the handsome wizard, which was blown off and landed twenty feet away, gouging long scratches into the wooden floor.
"Never used an Unforgivable Curse before, have you, boy?" she yelled. She had abandoned her baby voice now. ‘You need to mean them, Potter! You need to really want to cause pain – to enjoy it - righteous anger won’t hurt me for long – I’ll show you how it is done, shall I? I’ll give you a lesson –"
Harry Potter and the Order of the Pheonix, chapter 36: "The Only One He Ever Feared"
It did have an effect on Bellatrix, as you can see, but because Harry is not a person who enjoys seeing other people in pain and doesn't like causing pain, he can't cast the spell in a way that it would really cause her a lot of pain. That's what Bellatrix means by "you have to really mean it" - Harry is incapable of actually wanting to cause people pain aside from the anger he's feeling at Sirius's death, and so the result is a weak spell.
Harry just cast it for a moment and stopped. It was powerful enough to knock her to the floor because of the pain.
When they learn about this curse in school you can see the professor is casting it for a while, while pointing his wand to the bug. The bug only stop screaming when he stops pointing it to it :
And when Harry casts it on Bellatrix, it only lasts a moment: