Major depressive disorder (MDD) is clinically and genetically heterogeneous. Studies suggest that recurrence, early onset and comorbid phenotypes define more genetically homogeneous sub-samples. The concordance of linkage findings in recent studies using such approaches is encouraging. Sex-specific analyses and broader phenotypes have also yielded interesting results. These findings indicate that future research should consider comorbid disorders and sex-specific analyses. However, this direction must be approached with caution, owing to the complex multiple-testing issues that arise when considering numerous related phenotypes. With appropriate interpretation, these findings indicate a new potential for positional cloning efforts to locate genes in consensus regions. Genes found might influence specific subtypes of MDD or broader phenotypes, leading to enhanced clinical characterization and management of MDD.