However I agree with your point that animals are not very subject to the placebo effect, and I would agree with the potential validity of observations of changes in behavior as a result of an antidepressant.
This kitty had no physical problems with *normal* urination after starting on amitryptiline. The anticholinergic effect may have helped a bit, but I seriously doubt it was the main mechanism that got the job done. While the hoped-for no-more-inappropriate-peeing result was unusually quick — quicker than one would expect the antidepressant/antianxiety effect to kick in (at least in humans, may be different for cats), this was probably due the effect that this (and many) antidepressants have when they’re first started, of causing excessive sleeping and drowsiness. While he was out cold or walking around groggily, kitty was not on his usual high alert for opportunities to get attention by peeing on stuff. By the time that effect wore off, the antidepressant/antianxiety effect had presumably kicked in. He settled down in other ways too, allowing me to clip his claws, which had previously been a major battle, and not getting into spats with my other cats. He also became very compliant about pill-taking — previously, giving him a pill had been a two-person job with kitty often winning the battle.
Amitryptyline has both antidepressant and antianxiety effects in humans. In cats, I think it’s really mostly antianxiety (though perhaps this is just because few owners would seek drug treatment for a “depressed” cat, as they wouldn’t likely be causing any trouble for their humans). It’s also effective in both dogs and cats for separation anxiety (usually it’s dogs who have problematic behavior due to this) and obsessive grooming (I once had a friend whose cat had licked itself completely hairless except for the top of its head and back of its neck, which it couldn’t reach, and had continued licking to produce bleeding and scabbing sores all over its skin).
http://www.marvistavet.com/html/body_amitriptyline.html
Prozac is also very effective in dealing with cats’ inappropriate peeing problems, as well as other psychological problems like aggression towards a new baby in the family. It’s also used in dogs and birds (for compulsive feather-picking) http://en.allexperts.com/q/Cats-1606/Cat-Spraying-Prozac.htm http://www.veterinarypartner.com/Content.plx?P=A&A=2742&S=2