Whenever depression comes up on HN (as it does with surprising frequency), I'm both touched by people's willingness to share their own stories, and frustrated by otherwise very rational and logical people's speed to dismiss data. Initial treatment (meds or evidence-based therapies) work for about 1/3 of people; subsequent treatments work for another 1/3; and there are up to 1/3 where multiple treatment trials fail them. (This comes from STAR*D, plus Cipriani Lancet meta-analysis, plus vast CBT literature). But, there are a number of next-step treatments showing promise (rTMS, esketamine, variants of CBT, and so forth).