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 sociodemographic 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 childbearing, 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.