What happenings in a person's life have the power to take him out of his depressive illness?

Spontaneous healing. I agree with dr. Coldwater that most people do need professional help to be relieved of depression. But some cases defy this. Eckhart tolle, the famous spiritual teacher and author, shares his remarkable story of suicidal depression healed, in "the power of now." byron katie tells her own story in "loving what is." i can't explain what happened -- but in both these people, something surely did.
Professional help. In many cases, a person simply does not have the ability to bring himself out of depression on his own. That is not a failing- it just is part of the disease. It would be like trying to make a paralyzed person to walk up the stairs, with willpower. Seek professional help from a therapist or licensed counselor.