Vrtually any drug that that interferes with metabolism of nutrients and causes nutritional deficiencies can cause depression. In particular, watch out for drugs that cause deficiencies in vitamin C and the B vitamins, zinc, iron, magnesium, manganese, chromium or potassium, or either too much or too little calcium. For a full list, consult our alternatives columns in WDDTY vol 12, nos 4, 5 and 6).
Here's a sampling:
SSRI (selective serotonin-reuptake inhibitor) antidepressants
The birth-control pill
Aspirin and other salicylates