YES!! I have had the same reaction, anxiety, less patience, snappy, and bad headaches, cramps, also sleep hasn't been that well... definitely not worth it.
I went on Co-Cyprindiol two years ago and got horrific depression and horrific stomach cramps - I was on it for about a year and it was lucky I came off it when I did because I reckon another winter with it and I would have committed suicide (I thought about it constantly and tried to a few times). Doctors couldn't work it out but eventually I worked out that it all began when I started taking the pill. I came off it and my mood improved greatly and I have not suffered depression like it since. I now refuse to take any birth control pills. They DO cause depression. I know this is from 2009 but if I can write this everywhere and warn at least someone, maybe I could save somebody's life.
Birth control pills cause different emotional reactions in people. I believe mood swings are an uncommon but not rare side effect (esp if you consider the pill is just a different hormone released in your body, and hormone fluctuation can often cause mood swings. Please talk to your dr. about your experience and see if you can switch meds. I'm NOT a dr, just speaking from experience. Best of luck.
I personally have never heard of birth control pills causing depression. Since you say you were somewhat depressed before starting them, I would think it's just a coincidence and your depression has just worsened. You sound depressed, it would be worthwhile for you to see a psychiatrist. He can help you sort thru things, and may need to put you on medication. Life's too short to be miserable all the time when there is help for you.
Take care.....