I see that this is an old post, but I wanted to give you an example of the
extreme.  I was home tested for dairy allergy back in the late 70s.  At
that point, my mother took me and my siblings off of milk (except for the
occasional "Sweet Tooth Sundae Palace" treat night).  I never took it
seriously until my pregnancy with my daughter.  At that point, I deleted
all dairy from my diet.
I have suffered from depression since childhood.  At least, from childhood
on I have had the ability to see all the crap in the world.  I was
diagnosed with clinical depression in '92.  During my pregnancy('97) I felt
better than ever.  I was happy and bouncy.  I stopped brestfeeding my
daughter when she was 3 years old.  At that po
int, I began ingesting small
amounts of dairy.  I became increasingly withdrawn.  I never put the 2
together until my fiancee and I moved in together, 2.5 years ago.  What I
learned, by being in constant interaction with someone old enough to notice
the difference in me, was this:
1.   The longer I am dairy free, the worse my reaction when I have it.
2.   The amount of dairy I eat in NOT proportional to my reaction.
3.   I value my life and will never, again, eat dairy.

You see, I become suicidal when I court dairy.  I can no longer see any
possibility of goodness in my life.  I see myself as the root of all that
is wrong with the world.  Thankfully, I have come to learn that it will
pass; the worst of it in just a few days.
So, yes, I think dairy is a factor in the equation that is depression.  I
still suffer from the blues, but I no longer scream in terror when my
fiancee attempts to find out wha
t's wrong.

My daughter is also sensitive to dairy, but so far I have only noted the
standard dark circles under her eyes.  I'm kind of nervous, though.  Dairy
allergies and depression run in my family.  I'm praying that she doesn't
suffer like I did, on her journey to accepting the allergy...