Several recent, large epidemiologic and family studies suggest important temporal changes in the rates of major depression: an increase in the rates in the cohorts born after World War II; a decrease in the age of onset with an increase in the late teenaged and early adult years; an increase between 1960 and 1975 in the rates of depression for all ages; a persistent gender effect, with the risk of depression consistently two to three times higher among women than men across all adult ages; a persistent family effect, with the risk about two to three times higher in first-degree relatives as compared with controls; and the suggestion of a narrowing of the differential risk to men and women due to a greater increase in risk of depression among young men. These trends, drawn from studies using comparable methods and modern diagnostic criteria, are evident in the United States, Sweden, Germany, Canada, and New Zealand, but not in comparable studies conducted in Korea and Puerto Rico and of Mexican-Americans living in the United States. These cohort changes cannot be fully attributed to artifacts of reporting, recall, mortality, or labeling and have implications for understanding the etiology of depression and for clinical practice.