For an illness shared by so many, clinical depression should be better understood and more openly addressed.

Even so, a social stigma and shame is still linked to this disorder on the part of its sufferers, who include some 15 million American adults, the vast majority of whom seek no medical attention.

“Depression: Out of the Shadows” is a documentary that profiles a variety of people benefiting from treatment.

Among them: novelist Andrew Solomon, whose mother’s death triggered his depression and left him unable to work or care for himself; Ellie Zuehlke, whose bout with postpartum depression after the birth of her first child led her to thoughts of suicide; and 17-year-old Hart Lipton, who, while in sixth grade, suddenly became depressed and was eventually diagnosed with a bipolar disorder.

While examining these personal stories, the program — which airs 10 p.m. Wednesday on OPB — also focuses on depression’s causes and treatments.

Following the 90-minute documentary, Jane Pauley (who has written about her own struggles with bipolar disorder) hosts a half-hour panel discussion with mental health experts to discuss the issues raised in the film.

What else to watch:

• “So You Think You Can Dance” is back in step for its fourth season. It premieres (8 p.m. Thursday on Fox) with the first of several audition shows across the country. The top 20 dancers will be revealed June 5, with the first live results show airing June 12. Nigel Lythgoe and Mary Murphy return as weekly judges, with the third position filled by guest choreographers. Then, once competition is winnowed to the top 10, viewers will have the sole power to decide who stays and who leaves the dance floor.

• Or maybe you prefer funny business to fancy footwork. NBC’s “Last Comic Standing” returns for a sixth season with host Bill Bellamy (“Def Comedy Jam”) in search of the world’s funniest comedian. Comics from across the U.S. as well as 20 other countries will be trying out. In the premiere, Richard Belzer and Steve Schirripa scout for talent at New York auditions, while Fred Willard and Kathy Najimy check the comedy scene in Tempe, Ariz. Eventually, viewers will rule on who among the 12 finalists becomes the winner (with a $250,000 grand prize). The series premieres 9:30 p.m. Thursday.

• It was just a year ago that former FBI agent Jack Bender led a bungled raid that saw the capture of cult leader Silas Jansen, but also resulted in unnecessary bloodshed. Now Bender (Dean Cain) is returning home from his latest failed job interview. What are the chances: His flight is commandeered by a bomb-toting terrorist (Anthony Michael Hall) who demands that Jansen be released from prison. Return your seat backs to an upright position! Hallmark Channel presents “Final Approach,” a made-for-TV suspense airing 8 p.m. Saturday. This film also stars Lea Thompson, Ernie Hudson, William Forsythe and Richard Roundtree.