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I always assumed that 'depression' and other complex emotional states were very similar across different people and across time. In a sense, that we as a species were referencing a shared, common understanding of the word which is totally informed by our physiology.

Except now, I think what is most likely the case is that we use/learned to use words like depression in a context based fashion, like mapping a set of contextual behaviors to a word. The actual experience of depression is sort of non-existent. The usage of the word and the contexts in which it is applicable changes as society changes its interpretation of emotional health and the behaviors or mannerisms that go with it. I think how we use depression in popular culture isn't indicative of anything fixed, it depends on the zeitgeist in a way. I'm sure this is different from a clinical standpoint, I'm not at all qualified to comment on that. But then again, most people don't use it in clinical terms anyway. Still, I think this is distinctly different from 'sad', as in, the context is different for the two states.

The book 'How emotions are made' by Lisa Feldman Barrett might be interesting to you, it goes exactly into this sort of phenomenon.