From my knowledge of depression (3rd year pharmacy student), the physical symptoms can be caused mainly by a lack of specific neurotransmitters in the CNS. When there is a decrease in serotonin, your body manifests that as sedation, lethargy, weight gain. Lack of norepinephrine causes decreased energy, decreased attention and alertness. Lack of dopamine causes decreased pleasure, sadness, and lack of motivation or drive. Acetylcholine also can play a role, but I don't think so much in MDD. Depleted acetylcholine in the CNS can lead to memory impairment in the long-term - this is the foundation of Alzheimer's dementia hypothesis. If given an acetylcholinesterase inhibitor to increase the acetylcholine in the CNS, the dementia patients had significantly better cognitive function.
Norepinephrine and dopamine play a huge role in depression, in my opinion. NE is what gives you that alertness - it and epinephrine are the chemicals that get released in the "fight or flight" response in attacks, emergencies, what have you. Dopamine is that happy, pleasure, rewarding chemical. So being deficient in either of those would leave you unable to concentrate, tired, sluggish, and unhappy with no motivation to do anything, including to get out of bed. Serotonin also plays a part, but I am not a fan of SSRI's - they left me feeling "zombie-like" and since serotonin is involved in obsessions and compulsions, I have yet to understand how Prozac and Luvox are indicated for OCD. I will have to research further.