Is it ever possible for a person with major depression to loose control over their actions or themselves ie; on thier movements?

Losing control: If you lose control of your movements, that sounds dangerous and needs to be checked out medically. Some types of depression do include psychotic symptoms -- loss of contact with consensual reality. People so affected might do things that seem "odd, " such as responding to hallucinations. This is not the majority of depressed people, though; most feel badly but are in control of their actions.