Reviews theories of depression relevant to research on African American adolescents (socioecologic, cognitive, family stress, and biopsychosocial), asserting that all four emphasize the role of oppression in urban black youth's development and that an integrated theory would assume this underlying construct as its core focus. Presents a macrotheoretical model synthesizing these theories, with oppression as the key catalyst in the chain of factors leading to adolescent depression. (Contains references.) (SM)