The National Survey on Drug Use and Health (NSDUH) is an annual survey that assesses drug and alcohol use, mental health and other health concerns. It has been conducted every 2-3 years between 1971-1990, and annually since 1990. Approximately 70,000 US citizens over age 12 participate each year.
Study design: Cross-sectional nationally representative design
Data collection methods: In-person interviewing
Measures of depression: Kessler-6 scale; WHODAS scale; Past year suicidal ideation; Past year major depressive episode
Other measures: Drug use (Tobacco, Alcohol, Marijuana, Cocaine, Crack, Heroin, Hallucinogens, Inhalants, Methamphetamine, Pain Relievers, Tranquilizers, Stimulants, Sedatives, Other Drugs); Anxiety; Impact of mental health on daily activities; General Health (Pregnancy, Height/Weight, Hospital Usage, Diabetes, Respiratory Disease, Liver Disease, Hepatitis, Kidney disease, Asthma, HIV/AIDS, Cancer, Hypertension); Social Environment (Illegal Activities; Religious Affiliation); Parenting Views/Experiences; Alcohol Consumption; Emerging Health Issues (Recovery from alcohol; drug use or mental health issues)
Notable publications using this data:

Psychiatric comorbidities
Aging/Lifecourse
Social environment
Drug and alcohol use
Nationally representative
In-person interview
Kessler-6