The National Epidemiologic Survey of Alcoholism and Related Conditions, using a representative population-based sample, found that the lifetime prevalence of DSM-IV (American Psychiatric Association, 2000) major depressive disorder is 13.2%, and the 12-month prevalence is 5.2% (Hasin et al., 2005). The corresponding figures for DSM-IV alcohol dependence are 12.5% and 3.8% (Hasin et al., 2007). Among individuals with a lifetime diagnosis of major depressive disorder, 21% met criteria for alcohol dependence (Hasin et al., 2005), which is 1.7-fold that predicted if the disorders were independent. Similarly, individuals with a lifetime alcohol dependence diagnosis are at increased risk for major depression (odds ratio=2.2, (Hasin et al., 2007). Analyses of the treatment-based Sequenced Treatment Alternatives to Relieve Depression (STAR*D) sample (Davis et al., 2006) found that individuals comorbid for major depression and a substance use disorder (not limited to alcohol) have an earlier age of onset for depression relative to non-comorbid depressed individuals, exhibit more depressive symptoms, have higher levels of functional impairment, and more frequently suffer from concurrent anxiety disorders. Importantly, these individuals also present an increased suicide risk (Davis et