Methods of brain stimulation such as transcranial magnetic stimulation, deep brain stimulation and vagus nerve stimulation may have a place in the treatment of depression or severe anxiety disorders resistant to conventional treatments. Several advances in chronotherapy as well as developments in treatment protocols have helped to prolong the antidepressant effect of sleep deprivation. The clinical applications of these methods in depressive episodes and especially in bipolar depression are discussed. The complete remission of a depressive episode and the maintenance of therapeutic benefit beyond the mere reduction of symptoms, have become important issues. The persistence of residual depressive symptoms is associated with increased risk of relapse: their recognition and treatment are illustrated in this article.