They've been depressed for as long as they remember and refuse to seek out professional help.
That's a really tough question because your friend doesn't want help. I guess you just keep being the friend you already have been. I think depression can be a very serious thing, and maybe you can speak to a professional yourself and ask him/her what you can do for your friend. If you think there's a chance your friend may try and harm himself, don't be afraid to call for help.