Two new research studies on depression have come out, one showing that people who are suicidal have low levels of cortisol in their spinal fluid, blood, and cortisol and that their brains may be more inflamed. This certainly would explain why aspirin is able to help people with depression. The second is about a research group that developed a new protein peptide that may be able to function as a highly targeted treatment for depression (read: new pill! fun!) but with less side effects.
I love reading about research like this but also know it may be a loooooong time before depressed people get any joy from these findings.