Much of the current understanding about the pathogenesis of altered mood, impaired concentration and neurovegetative symptoms in major depression has come from animal models. However, because of the unique and complex features of human depression, the generation of valid and insightful depression models has been less straightforward than modeling other disabling diseases like cancer or autoimmune conditions. Today's popular depression models creatively merge ethologically valid behavioral assays with the latest technological advances in molecular biology and automated video-tracking. This chapter reviews depression assays involving acute stress (e.g., forced swim test), models consisting of prolonged physical or social stress (e.g., social defeat), models of secondary depression, genetic models, and experiments designed to elucidate the mechanisms of antidepressant action. These paradigms are critically evaluated in relation to their ease, validity and replicability, the molecular insights that they have provided, and their capacity to offer the next generation of therapeutics for depression.