I'm actually dealing with this right now. I feel like my depression comes and goes with time and seasons. In about October I can feel it coming back and when the summer hits I feel better.
But something happened at work on Monday and ever since then I've felt like my depression came back so fast and is hitting me hard, which is weird since it's only July. I'm moody and irritable and can cry at the drop of a hat- which is normal for me in the winter months. So Yes I do get depressed when a bad event happens, not just sad like a healthy person.