The Collaborative Studies of Psychiatric Epidemiology includes the National Comorbidity Survey (NCS-R), a nationally representative, general population survey that measures the prevalence, risk factors and consequences of psychiatric disorders. Data were collected between 2001-2003 and included a sample of 9,282 adults. Additional details of the NCS are available here. The National Survey of American Life (NSAL) includes nationally representative participation of Black or African-American respondents. Data were collected between 2001-2003 and include a sample of 6,082 adults. The National Latino and Asian American Study (NSAAL) includes a nationally representative sample of Asian-Americans and Latinx respondents living in the U.S. Data were collected between 2002-2003 and include a sample of 4,649 adults.
Study design: Cross-sectional, nationally-representative household survey
Data collection method: Phone interviews
Measures of depression: World Mental Health (WMH) Composite International Diagnostic Interview (CIDI)
Other measures: Anxiety disorders; Impulse control disorders; Substance use disorders; Race/ethnicity; Prescription medication use
Notable publications using this data:

• M. Alegria et al: Considering context, place and culture: the National Latino and Asian American Study
• R. Kessler et al: Prevalence, Severity, and Comorbidity of 12-Month DSM-IV Disorders in the National Comorbidity Survey Replication
• R. Kessler et al: The Epidemiology of Major Depressive Disorder: Results From the National Comorbidity Survey Replication (NCS-R)
• M.K. Nock et al: Mental disorders, comorbidity and suicidal behavior: Results from the National Comorbidity Survey Replication
• D.R. Williams et al: Prevalence and Distribution of Major Depressive Disorder in African Americans, Caribbean Blacks, and Non-Hispanic Whites: Results From the National Survey of American Life