Clinical depression is very hard to describe to people who don't have it. Lars von Trier's Melancholia does an amazing job of leaving the audience with the same existential malaise someone with clinical depression might feel. It's a stunning film, maybe von Trier's best, and certainly Kirsten Dunst's best (I'd be surprised if she didn't get an Oscar nomination for this). I highly recommend it. Catch it on the big screen if you can--it's worth it for the gorgeous cinematography.