I've heard of using Prozac on dogs, but I myself went for the natural remedy. Jeff Werber, DVM sells Dog Calming Formula and it works great on Harley. http://www.shopdrjeff.com/ The site must be down cause I can't get into it, but it costs 14.99 + 8.00 shipping and they normally send samples of other stuff too.
Just like with humans antidepressant drugs mask (coverup) the real problem, They are not safe and do cause side effects. Proper diet , regular worming and excersize is the best way to treat depression in your pet, Start a log, trace back as best you can things that have changed and new things introduced, you will find the problem. Antidepressants along with other drugs are a profit for pharmacutical companies who make them.
We had a client come in and said her dog trainer had recommened she put her dog on prozac for its aggression. The dog was very human and dog aggressive. She had to muzzle it before entering the office. We had to put her in a room away from other clients waiting with there dogs. The dog kept jumping to go after the other dogs in the waiting room. We have been getting a lot of literature on the subject but i am not sure about it either.