Epidemiological data are reviewed on the prevalence, course, socio-demographic correlates, and societal costs of major depression throughout the world. Major depression is estimated in these surveys to be a commonly-occurring disorder. Although estimates of lifetime prevalence and course vary substantially across countries for reasons that could involve both substantive and methodological processes, the cross-national data are clear in documenting meaningful lifetime prevalence with wide variation in age-of-onset and high risk of lifelong chronic-recurrent persistence. A number of socio-demographic correlates of major depression are found consistently across countries and cross-national data also document associations with numerous adverse outcomes, including difficulties in role transitions (e.g., low education, high teen child-bearing, marital disruption, unstable employment), reduced role functioning (e.g., low marital quality, low work performance, low earnings), elevated risk of onset, persistence, and severity of a wide range of secondary disorders, and increased risk of early mortality due to physical disorders and suicide.