Life In Prison

Depression must feel like living in a prison.

I've had periods of depression, deep sadness, but one way or another, eventually I "snap out of it", I find a way out of the gates of hell and into the open air.  

I can't imagine how someone who deals with it their entire life must feel.  How do they cope?  How do they get by?  And how do they make sense of it theologically, spiritually?

And what would it be like having a spouse who is depressed?  Would there not be guilt feelings on either side?  The one depressed feels guilty for chaining the other person to it, bringing them "into the prison", and the other person feels guilty for not being compassionate enough.