Additional Study Information: Both refractory depression and bipolar depression are difficult to treat. A night of complete sleep deprivation has been shown to result in marked improvement in 60% of depressed patients, although maintenance of therapeutic effects have not been sustained with wake therapy alone. This pilot study will assess the effectiveness of wake therapy in treating both bipolar depression (5 participants)and major depression (5 participants), as well as the effectiveness of concomitant light therapy and lithium in maintaining the therapeutic effects. Participants will undergo direct observation in the hospital for one week during initial treatment with alternating nights of sleep deprivation, light therapy and lithium treatment, and then will be seen weekly as outpatients for 6 weeks.