Conventional wisdom says yes, especially when it comes to residents of darker northern climes.
A group of Taiwan researchers data-mined several years of search queries to see if there was a link between season, location and depression.
Here's a description of their research from an abstract of their paper:
Seasonal depression has generated considerable clinical interest in recent years. Despite a common belief that people in higher latitudes are more vulnerable to low mood during the winter, it has never been demonstrated that human's moods are subject to seasonal change on a global scale. The aim of this study was to investigate large-scale seasonal patterns of depression using Internet search query data as a signature and proxy of human affect.
And what did they find? It's true!
Our study was based on a publicly available search engine database, Google Insights for Search, which provides time series data of weekly search trends from January 1, 2004 to June 30, 2009. We applied an empirical mode decomposition method to isolate seasonal components of health-related search trends of depression in 54 geographic areas worldwide. We identified a seasonal trend of depression that was opposite between the northern and southern hemispheres; this trend was significantly correlated with seasonal oscillations of temperature (USA: r = −0.872, p<0.001; Australia: r = −0.656, p<0.001). Based on analyses of search trends over 54 geological locations worldwide, we found that the degree of correlation between searching for depression and temperature was latitude-dependent (northern hemisphere: r = −0.686; p<0.001; southern hemisphere: r = 0.871; p<0.0001).
Our findings indicate that Internet searches for depression from people in higher latitudes are more vulnerable to seasonal change, whereas this phenomenon is obscured in tropical areas. This phenomenon exists universally across countries, regardless of language. This study provides novel, Internet-based evidence for the epidemiology of seasonal depression.Good use of data mining to find news.
And there's more here: Journalism in the age of data