Life events
….Severe losses often lead to negative thoughts about oneself and one’s world, which can then generalize, thus ushering in the familiar symptoms of major depression.  One severe loss may be enough to do this, and several minor losses do not seem capable of adding up to an equivalent effects….

The issue [causality] can be most easily illustrated by …cigarette smoking.  Although most instances of lung cancer are associated with heavy smoking, much less than 1% of the variance is explained…..This…is due to the fact that variance explained takes into account not only that most people with lung cancer are heavy smokers, but also that most heavy smokers do not have lung cancer.  Since people without lung cancer greatly outnumber those with it, the fact that most people with lung cancer are heavy smokers gets swamped…..This has close parallels with the findings for depression: although for the majority of people developing depression a provoking agent occurs before onset, most people experiencing a provoking agent do not develop depression. 
G W Brown and T O Harris (1989) Depression . :  In: (eds G W Brown and T O Harris)  Life Events And Illness Unwin Hyman, London.

A common medical school joke defines a psychiatrist as a nice Jewish boy who can’t stand the sight of blood……In dealing with depression, psychiatrists. ….do experience their full share of medical responsibility for decisions that will help determine if the patient will live or die…..the threat to life is in the patients own hands – the threat of suicide.
Depression is probably the most common of the major mental illnesses…..Thus it is not surprising that Nathan Kline, a well-known American psychiatric authority on depression concluded that “more human suffering has resulted from depression than from any other single disease, medical as well as psychiatric, affecting mankind”
S H Snyder (1976) The Troubled Mind. McGraw-Hill Book Company, New York.
 
Psychiatry is a medical discipline long on disorders and short on explanations……..Psychiatrists tend to split up into two camps, based on purported explanation – hence biological, dynamic, behavioural, and even the eclectic – and go to war with one another……

Psychiatry is a medical discipline. It is capable of medical triumphs and serious medical mistakes.  We don’t know the secrets of human nature. We cannot build a New Jerusalem.  We can describe how our explanations for mental disorders are devised and develop, and where they are strong and where they are limited. We can clarify the presumptions about what we know and how we know it. With more research, steadily, we can construct a clinical discipline that, while delivering less to fashion, will bring more to patients and their families.
P B McHugh (1995) Witches, multiple personalities, and other psychiatric artefacts.  Nature Medicine  vol 1 pp 110-114

  In ways that are totally remote from normal experience, the grey drizzle of horror induce by depression takes on the quality of physical pain….For those who have dwelt in depression’s dark wood, their return from the abyss is not unlike the ascent of the poet…trudging upwards out of hell’s black depths into…the shining world.
William Styron. (1992)  Darkness Visible: a memoir of madness.  Vintage books, New York

 Sadness is to depression  what normal growth is to cancer.
Lewis Wolpert  (1999) Malignant Sadness. Faber and Faber, London

 Which way I fly is hell; myself as Hell;
And in the lowest deep a lower deep
Still  threat’ning to devour me open wide,
To which the Hell I suffer seems a heaven.
John Milton.(1608-1674)  Paradise lost

Depression is such a cruel punishment.  There are no fevers, no rashes, no blood tests to send people scurrying in concern.  Just a slow erosion of the self, as insidious as any cancer.  And, like a cancer, it is essentially a solitary  experience. A room in hell with only your name on the door.
Martha Manning (1995) Undercurrents.  Harper San Francisco.