Few treatment options exist for patients with difficult-to-treat depression (DTD). One potentially efficacious treatment is vagus nerve stimulation (VNS): chronic stimulation of the vagus nerve using an implanted stimulator. Given a series of recent VNS clinical studies, including a large, five-year naturalistic investigation, the Center for Medicare and Medicaid Services (CMS) reconsidered the previous non coverage determination and announced coverage for patients participating in a "coverage with evidence" trial. This study, entitled, A PRospective, Multi-cEnter, Randomized Controlled Blinded Trial DemOnstrating the Safety and Effectiveness of VNS Therapy® System as AdjunctivE Therapy Versus a No Stimulation Control in Subjects With Treatment-Resistant Depression (RECOVER), includes DTD patients with at least four unsuccessful antidepressant treatments in the current episode and will randomize both unipolar and bipolar DTD participants, each up to 500 evaluable enrollees. Predetermined interim analyses will define the necessary sample size. All participants will be implanted with VNS devices: half receive active stimulation during year one, and half receive delayed stimulation after year one. Participants will be followed for 5 years. This RCT is unique for DTD studies: 1) large sample size and long study duration (one year of controlled comparison); 2) use of a percent time in response as the primary outcome measure, given the chronic illness and its fluctuating course (vis-à-vis meeting a response criteria at a single time point); 3) inclusion of diverse measures of VNS impact on function, including quality of life, degree of disability, health status, and suicidality.