Failure to achieve an adequate response after initial antidepressant treatment in patients with depression is common and remains a clinical challenge. In recent years, some atypical antipsychotic agents have been approved by the US Food and Drug Administration for use in an augmentation strategy for major depressive disorder, and other agents are already in common use in clinical practice. We conducted a search of MEDLINE for relevant studies of augmentation strategies using randomized controlled trials and meta-analyses, and we summarize and discuss the various agents other than atypical antipsychotics. Lithium and thyroid hormone augmentation may improve the response of tricyclic antidepressants but not that of selective serotonin reuptake inhibitors. The efficacy of augmentation with modafinil, buspirone, methylphenidate, folic acid, pindolol and lamotrigine is limited or equivocal. Most of the studies have not focused on treatment-resistant depression (TRD). More trials are needed to help develop evidence-based options for augmentation in TRD.