Yes, and my own experience backs this up. Like many people, I suffer from Seasonal Affective Disorder (SAD) during the winter months. I tried light bulbs that mimic the sun's rays but had only minimal positive results. When I started taking vitamin D during the winter months, things improved. This winter, I doubled my dose to 2000 IU daily and have had a much easier time coping with SAD and by doubling the dose, I was able to rid myself of the pain in my legs that was making my life miserable.
Vitamin D has been shown to have a positive effect on SAD and also on depression in older adults. I think that with more study, we will see more evidence to back up the value of vitamin D. As more research has emerged in recent years, we have seen that D has a dramatic effect on the ability of other vitamins and minerals to be used by the body. A few years ago the rage was calcium, but now the advice to take calcium is almost always accompanied by the advice that vitamin D needs to be taken with calcium for it to be properly absorbed. Vitamin D has become the current "hot" vitamin and for good reason. I think that many thals, minor through major can benefit from daily D supplements.