I suffered from migraines as a child, and I became depressed as an adolescent. I would have thought it just bad luck, but a study suggests migraines and depression may both be linked to serotonin levels. I suppose I should have seen it coming, since it's kind of a dummy smack. My own anecdotal experience, now that I look at it, suggests a link between the worst headache ever invented and depression.
SSRIs are being prescribed as migraine preventatives in response to this area of research. The research suggests a link (47% of Migraineurs experience clinical depression as opposed to just 17% of the general population), but is not yet clear on whether one causes the other or not, or perhaps both are caused by the serotonin levels. I wouldn't be surprised if the serotonin imbalance itself was eventually proven to be a symptom only; however, I don't anticipate that being proven easily by science because of the difficulty of the scientific community in overcoming the body/mind link that depression and related illnesses straddle.