Depression is a common problem among college women, and many of them cope with it on their own (without professional help). Since these naturally occurring episodes of self-controlled behavior are frequent-and sometimes dramatically successful-they were investigated in this study. College women who had coped successfully and unsuccessfully with clinically-significant levels of depression were interviewed about their coping efforts. In contrast to previous research of this type, the present investigation did not identify any clear coping differences between successful and unsuccessful copers. Follow-up interviews indicated that many initially unsuccessful subjects eventually became much less depressed. The implications of these results are discussed, with suggestions for future research.