Thank you all so much for replying, I can't say how much it means to hear from other people in this shitty situation. The things some of you are dealing with are horrific.
My dh was only recently diagnosed, although I think he has been depressed for a while. Last year was a stressful one for us (dd2 was born and had health problems, we were given notice on our rented house when she was 4mo, dh changed jobs at about the same time, then we had to move to a new area). I think the combination of everything is what has caused his depression.
He is getting help; one of the biggest steps has been getting him to admit the problem. He went to the gp and signed up for cbt, but all the while was utterly convinced that he didn't have much of a problem, and that if he had depression it was of the very mildest kind. Lately he's coming to terms more with how badly it effects his life, and being less embarrassed about that, which is a definite step forward. I'm very happy about that, because the frustration of knowing it was serious, but that he wasn't seeking help was immense.
He is actually coming round to the idea of talking to others about it, but I'm not pushing it. He feels a lot of shame, but he at least admits this now, and acknowledges it as counter productive, which is a good start.
As for me, I'm treading the fine line between supporting him and disengaging to protect myself. I have my own life, and sometimes all I can do is focus on that. We have good days, when we can talk openly about it, and I feel optimistic about his recovery (today is a good day), and then others when he just can't engage at all, with me, with family life, nothing. I am learning to just back off when that happens, to take care of myself.