Keller and Shapiro (1982) reported that 26% of the first 101 patients who entered the National Institute of Mental Health (NIMH)-Clinical Research Branch Collaborative Program on the Psychobiology of Depression (Katz and Klerman, 1979; Katz et al, 1979) with a major depressive episode were found to have a pre-existing chronic minor depression of at least 2 years’ duration. They labeled this Phenomenon “double depression„ (Keller and Shapiro, 1982). Furthermore, patients with panic disorder almost universally suffer from major depression at some time in the course of their disorder (Coryell et al, 1988; Stein and Uhde, 1988; Vollrath et al, 1990). “Double diagnosis„, or identification of psychotic or related syndromes, co-existing with personality disorders, have received much attention in the literature in recent years (Sanderson et al, 1990; Torgersen, 1990; Barsky et al, 1992). Much of the research on comorbidity between depressive and anxiety disorders has been summarized in two edited volumes (Kendall and Watson, 1989; Maser and Cloninger, 1990).