Bit of a tricky question to answer because what constitutes as "real" depression? I've certainly felt sad after reading a few books, but I can't really call it depression. It was more like a sense of loss because I knew that my time with the characters were over and I wasn't quite prepared for it. This happens a lot with longer books or a series where it is easy to get attached to the characters and then you have this void when it's all over and done with. Usually it doesn't last too long as the best remedy is to pick up another book and get cracking with that one until the cycle repeats. I suppose the closest that a novel has ever gotten to making me feel depressed is The Bell Jar. It was written by Sylvia Plath and it's about a women who attempts to commit suicide after becoming depressed. The book hit me hard and it was even more of a punch to the gut when I discovered that Sylvia commited suicide herself just after the novel was published. I suppose that the story was a way for her to try and wrestle with her own inner demons and it saddens me deeply that she lost the battle.