I know that natural sunlight provides a source of Vitamin D, and I wondering if there is a correlation between this and depression during the winter months when there is little or no sunlight?
Yes there is a correlation but the full explanation is beyond saying that it only haves something to do with Vitamin D. I won't get into the details but i will suggest you to read this information.
http://www.vitamindcouncil.org/depression.shtml
And also check out this thread where i do talk about depression, light, circadian rhythm and Vitamin D.