They definitely do work, but there are different kinds and not every type works for everyone. Sometimes it is also the case of dosage.
If you think that the antidepressants you are currently on do not make you feel any different, or maybe even worse, then it's best to report this to your psychiatrist so that they could put you on a different dose/ different medication altogether.
But otherwise, from my, and some other people's experience while taking escitalopram, I can tell you that if they end up working for you without any major side effects, it is highly possible you will start feeling a bit low on mood, or rather, everything you feel will be a tad toned down. I am not sure if this is strictly citalopram side effects or standard for any antidepressant, but it dilutes almost everything you feel (as well as libido, if that is something important to you).
On a positive note: by making you really passive, it does alleviate negative thoughts, sort of like dropping a secure soft blanket over your being.
