From time to time, the strain of anxiety and panic may go beyond stress to become depression. Likewise, someone who is depressed can also have symptoms of anxiety or panic.
Anxiety and panic may also be symptoms within other disorders. In seasonal affective disorder (SAD), the darker, colder, bleaker weather of winter may make a person feel depressed, hemmed-in, and panicked.
People with bipolar disorder or schizophrenia can go through manic episodes in which they are hyperactively agitated and, in the case of schizophrenia, paranoid. These states can resemble anxiety, panic, and phobic behaviors.
Similarly, a person dealing with post-traumatic stress disorder may experience anxiety, excessive worry, panic, and phobias (perhaps surrounding the trauma they've experienced) as a side effect of their condition.