I think one of the best people writing about the ways in which early-21st century capitalism specifically relates to depression is the blogger mark k-punk. This post is particularly good: http://k-punk.abstractdynamics.org/archives/007656.html
"The majority of students I encounter seem to be in a state of what I'd call depressive hedonia. Depression is usually characterised in terms of anhedonia, but the state I'm referring to is constituted not by an inability to get pleasure so much as it by an inability to do anything else except pursue pleasure. There is a sense that 'something is missing' - but no appreciation that this mysterious, missing enjoyment can only be accessed beyond the pleasure principle. In large part this is a consequence of students' ambiguous structural position, stranded between their old role as subjects of disciplinary institutions and their new status as consumers of services." --
"Why must man's vocation always be to distinguish
himself from animals?" http://blog.voyou.org/ -- Baudrillard