You may have treatment-resistant depression but the more likely problem stems from not having met the right therapist or found the right combination of medication. I always encourage individuals to try at least five to 10 therapists. In your case, you may have to interview 15 or 20 therapists. Don’t stop until you find the one who will be most helpful to you.
Don’t be discouraged. It can and often does take a long time to find good help. It is important to be patient and thorough. Not all therapists are created equally. Interview as many as possible and further investigate the ones who seem promising. Follow the same process with psychiatrists. In addition, try to find a psychiatrist who is willing to work with you to find the best combination of medications.
In the meantime, you may want to try other types of treatment including group therapy. You may also benefit from a specialized form of treatment such as dialectical behavioral therapy. Marsha Linehan, the developer of DBT, recently wrote an interesting article for the New York Times. She discusses her own personal life struggles and how they ultimately led her to the development of DBT. I would encourage you to read her article.
Other ideas include reading self-help books. Some books you may want to start with include: The Road Less Traveled by M. Scott Peck; Man’s Search for Meaning by Viktor Frankl; and My Stroke of Insight by Jill Bolte Taylor. You can read reviews of those books and many others on Amazon or Barnes & Noble.com.
Electroconvulsive therapy is often the treatment of last resort. You could explore ECT. Start with reading detailed accounts from those who have undergone the treatment. You should also review the most recent ECT research. Generally speaking, you should explore all treatment possibilities.
I hope this helps. I know it is difficult to find the right help. It takes time, perseverance and patience. I wish you the best of luck. Please take care.