From my understanding severe depression and/or anxiety are conditions they will give SSI for...but yeah it can be difficult proving those things actually make you unable to hold a job. Having other conditions/disabilities certainly helps though when it comes to SSI.

Include all conditions and possible conditions you have when you apply, if they determine there aren't enough medical records to make a decision then they will scedule you a doctors appointment to collect more info about your condition...and if you get any new records about your condition during the decision process you can submit those to.

It varies by state, but the impression I get is if you need it you have to persist and fight for it....you might get denied in which case you should appeal it, don't do what I did and decide not to bother otherwise you'll have to start all over again with the process and it takes a while so its best to get it started asap and stick to it. Sticking to it can be hard though its a long kinda stressful process with lots of 'waiting.' Also, you might feel guilty when you hear views of how people on SSI are just lazy and need to just up and find a job and this and that but don't let that stop you they system is in place for people with disabilities preventing them from work so nothing wrong with using it for that.

The exact process varies by state, so you'd have to look at the Social security website for your state....or maybe the initial site is national and you can select the state, can't remember exactly.