My depression lasts MONTHS... I am bipolar though and it goes from just plain depression to manic depression, those are my two moods I switch between. I was only manic depressive for about a month and a half and have been just plain depressed since May. I have "happy" days where I'm feeling better than most days but I still feel the depression lurking behind me.

Depression does vary from person to person, some people depression lasts months, (I've even heard of years but thankfully it's never happened to me) and some last a day or two, it just depends on the person and what is causing the depression