MDs often prescribe antidepressants for Fibromyalgia Syndrome (FMS). The problem is that the results are very mixed and these prescriptions seem to be rooted more in the belief that something is wrong with the FMS patients psyche than with his body. Not to say that antidepressants do not alter the brain chemistry and that they might have anti-inflamatory and immuno-modulation properties because pro-inflammatory processes can occur during clinical depression 
So a study published in the Journal Central Nervous System (CNS) Drugs  was put together to evaluate the effectiveness of anti-depressants against Fibromyalgia. The theshold of beneficial effect was set rather low : 30% decrease of pain.
Here is a summary of the results:
- SNRIs (Such as Duloxetine,Milcinipran, etc): The size of the effects on pain, depression and quality of life were small and the one on sleep not substantial.
72/198 (36.4%) patients with SSRIs and 40/194 (20.6%) patients with placebo reported a 30% pain reduction
- Tricyclic antidepressants (TCAs) such as Amitriptiline, Doxepin, etc: The effect sizes on pain and sleep were moderate and the ones on fatigue and HRQOL were small. 140/290 (48.3%) patients with TCAs and 70/252 (27.8%) patients with placebo reported a 30% pain reduction and a 20-30% dropout from treatment 
- Wikipedia/ antidepressants
- Adisonline ;CNS Drugs; “The Role of Antidepressants in the Management of Fibromyalgia Syndrome” ; April 2012
- Current Medical research and Opinion ;” Remission, dropouts, and adverse drug reaction rates in major depressive disorder: a meta-analysis of head-to-head trials.“; 2006
- MediNewsDigest ; “Fibromyalgia Pain :Comparative effectiveness of antiepileptic drugs”; March 2011