Econlog is featuring a paper which attempts to link depression with evolutionary and economic pressures. The main gist, as I read it: acting depressed is a way of withdrawing your support from the group in a way that draws attention to your contribution. This creates incentives for the rest of the group to provide more attention and/or rewards, which re-integrates the individual and allows life to go on.

Sounds plausible, especially when posited as something evolved long ago that's part of our biology, not culture. This would seem to allow its explanation of where depression came from while still validating the current scientific thinking of major depression as a chemical imbalance of the brain.