Answer:
Yes, I have. I became depressed half way throughout my second pregnancy, and didn't want to take any antidepressents for fear of harming the baby.
Soon I became suicidal and I asked a family member to take me to hospital because I didn't feel as though I could trust myself not to do something stupid.
The doctors had a long chat with me about antidepressents and said there was more risk of me not taking anything, than if I did. So I went on prozac, and that heped me to cope for the remainder of the pregnancy and afterwards.
My baby was born healthy and fine, 8lbs 9oz and had a very good set of lungs,lol.
He is now nearly 7, and is doing fantastically :)
This is not uncommon, some women do experience antepartum depression (depression during pgcy). It will not affect your baby, however, it can possibly lead to postpartum depression, which is hugely common, and something that needs to be treated right away.
Please talk to your ob/gyn about your depression, try not to let it go. I wish you all the best! Good luck to you.