Here is a link from the National Library of Medicine that lists each disorder that shows the benefits that these are proven for to date. http://www.nlm.nih.gov/medlineplus/druginfo/natural/patient-fishoil.html
I too take Omega 3 fatty acids capsules, for a few months now. I have heard it helps some with depression, but so far I didn't notice a dramatic boost. At least it is good for your heart, if it does nothing else.