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Absence of a common diagnostic interview has hampered cross-national syntheses of epidemiological evidence on major depressive episodes (MDE). Community epidemiological surveys using the World Health Organization Composite International Diagnostic Interview administered face-to-face were carried out in 10 countries in North America (Canada and the US), Latin America (Brazil, Chile, and Mexico), Europe (Czech Republic, Germany, the Netherlands, and Turkey), and Asia (Japan). The total sample size was more than 37,000.Lifetime prevalence estimates of hierarchy-free DSM-III-R/DSM-IV MDE varied widely, from 3% in Japan to 16.9% in the US, with the majority in the range of 8% to 12%. The 12-month/lifetime prevalence ratio was in the range 40% to 55%, the 30-day/12-month prevalence ratio in the range 45% to 65%, and median age of onset in the range 20 to 25 in most countries. Consistent socio-demographic correlates included being female and unmarried. Respondents in recent cohorts reported higher lifetime prevalence, but lower persistence than those in earlier cohorts. Major depressive episodes were found to be strongly co-morbid with, and temporally secondary to, anxiety disorders in all countries, with primary panic and generalized anxiety disorders the most powerful predictors of the first onset of secondary MDE.Major depressive episodes are a commonly occurring disorder that usually has a chronic-intermittent course. Effectiveness trials are needed to evaluate the impact of early detection and treatment on the course of MDE as well as to evaluate whether timely treatment of primary anxiety disorders would reduce the subsequent onset, persistence, and severity of secondary MDE.