It is not uncommon that patients switch from one anti-depressive drug to another but does not find anything which helps.
Are these medicines prescribed by a general practioner or by a psychiatrist? If by a general practitioner, you should be examined by a psychiatrist.
If medicines do not help, there are other methods which may be necessary, either in addition to, or instead of, the medicines. Psychotherapy is the first choice, ECT is another choice.
More about different methods for the treatment of depression.