I've linked to this post several times already so thought I'd start a thread about
it.
healthlifeandstuff.com/2009/08/treating-treatment-resistant-depression/ gives 11 ideas specifically for treating depression that is treatment resistant. It emphasizes the absolute importance of checking for physical factors that may be contributing or causing depression.
It's a tragedy when someone feels seriously depressed and they can be treated, possibly just by changing their diet.