A so called "teleological" problem concerning depression asks the question "why does it exist." Various authors have long postulated that depression, at least in its milder forms must serve some purpose. In DSM-IV there is diagnostic exclusion criterion for bereavement, recognizing that in circumstances of loss depression is not necessarily "abnormal." Darwin made some interesting observations on this point in relation to his own struggle with health. These are summarized in a recent NY Times article, available here.