This review attempts to ascertain the relationship between alcohol problems and depression.  The authors conclude "that alcohol problems are more common in depression than in the general population, are associated with adverse clinical and health care utilization outcomes, and that antidepressants can be effective in the presence of alcohol dependence. In addition, the literature focuses almost exclusively on patients with alcohol abuse and/or dependence in psychiatric patient settings, and excludes patients with less severe alcohol problems and primary care outpatient settings. 

Sullivan, L., Fiellin, D., O'Conner, P. (2005). The prevalence and impact of alcohol problems in major depression: a systematic review (PDF | 99.06 KB)    . American Journal of Medicine, 118(4): 330-41.

Authors: Lynn E. Sullivan, David A. Fiellin, Patrick G. O’Connor