The Sequenced Treatment Alternatives to Relieve Depression trial enrolled outpatients with nonpsychotic major depressive disorder treated prospectively in a series of randomized controlled trials. These were conducted in representative primary and psychiatric practices. Remission rates for treatment steps 1 to 4 based on the 16-item Quick Inventory of Depressive Symptomatology-Self-report were 37%, 31%, 14%, and 13%, respectively. There were no differences in remission rates or times to remission among medication switch or among medication augmentation strategies at any treatment level. Participants who required increasing numbers of treatment steps showed greater depressive illness burden and increasingly greater relapse rates in the naturalistic follow-up period (40%-71%). Prognosis was better at all levels for participants who entered follow-up in remission as opposed to those who entered with response without remission. These results highlight the prevalence of treatment-resistant depression and suggest potential benefit for using more vigorous treatments in the earlier steps.