One of my earlier screenplays had a main character that suffered from clinical depression. This is such a common malady, and a devastating one, that I thought having the protagonist navigate it would make for an interesting story (against the backdrop of things eating people's faces and so on, of course).
The problem though is that it makes for a passive character -- someone who is withdrawn, and retreats from conflict. And that's hard to create a story with.
Moreover, passive characters are typically unappealing to both producers, who get the thing paid for, and actors, who are often needed to get the thing paid for.
This is why, when you see depression on the big screen, it is typically the backdrop to some other, more active, ailment. For example, the vast crowd of alcoholic men in lead roles. Other forms of self-destructive behavior as symptoms work well too.
But not true clinical depression. Even indie films have a hard time getting an audience to watch someone caught in the kind of withdrawal depression brings -- though they can sometimes indicate the mood by the pacing and structure of the overall story.
Which is unfortunate -- because depression is a widespread ailment and seeing how characters on screen deal with problems (even when their solutions are utter bullshit) can help others figure out ways they might approach their problems.