Brief Summary: RATIONALE: Escitalopram may help improve depression and quality of life in patients with advanced lung or gastrointestinal cancer. It is not yet known whether escitalopram is more effective than a placebo in treating depression in patients with advanced lung or gastrointestinal cancer. PURPOSE: This randomized clinical trial is studying the side effects of escitalopram and to see how well it works compared to a placebo in treating depression in patients with advanced lung or gastrointestinal cancer.

Detailed Description: OBJECTIVES: * Compare the efficacy of escitalopram oxalate vs placebo in treating major depressive disorder in patients with advanced lung or gastrointestinal cancer. * Compare the side effect burden of escitalopram oxalate vs placebo in these patients. * Determine potential moderators of the efficacy of escitalopram oxalate in these patients, including medical, psychological, and social variables. OUTLINE: This is a randomized, double-blind, placebo-controlled study. Patients are stratified according to stage of disease (stage IIIB with effusions vs stage IV) and current treatment (radiation vs chemotherapy vs novel agent). Patients are randomized to 1 of 2 treatment arms. * Arm I: Patients receive oral placebo once daily for 4 weeks followed by oral placebo once daily for another 4 weeks * Arm II: Patients receive oral placebo once daily for 4 weeks followed by escitalopram oxalate 10 mg once daily for 4 weeks. * Arm III: Patients receive oral escitalopram oxalate 10 mg once daily for 4 weeks followed by oral placebo once daily for 4 weeks. After 8 weeks, all non-responders are offered open treatment with an antidepressant. Depression, fatigue, quality of life, anxiety, and somatization are assessed at baseline and then at 4 and 8 weeks. PROJECTED ACCRUAL: A total of 220 patients will be accrued for this study.