In a longitudinal study of Dutch adolescent and young adult twins, their parents and their siblings, questionnaire data were collected on depression, anxiety and correlated personality traits, such as neuroticism. Data were collected by mailed surveys in 1991, 1993, 1995 and 1997. A total of 13,717 individuals from 3344 families were included in the study. To localise quantitative trait loci (QTLs) involved in anxiety and depression, the survey data were used to select the most informative families for a genome-wide search. For each individual a genetic factor score was computed, based on a genetic multivariate analysis of anxiety, depression, neuroticism and somatic anxiety. A family was selected if at least two siblings (or DZ twins) had extreme factor scores. Both discordant (high-low) and concordant (high-high and low-low) pairs were included in the selected sample. Once an extreme sibling pair was selected, all family members (parents and additional siblings of the selected pair) who had at least once returned a questionnaire booklet were asked to provide a DNA sample. In total, 2724 individuals from 563 families (1007 parents and 1717 offspring) were approached and 1975 individuals from 479 families (643 patients and 1332 offspring) complied by returning a buccal swab for DNA isolation. All offspring from selected families were asked to participate in a psychiatric interview and in a 24-hour ambulatory assessment of cardiovascular parameters and cortisol. The interview consisted of the WHO-Composite International Diagnostic Interview and was administered to 1253 offspring. In this paper we describe the genetic-epidemiological analyses of the survey data on anxiety, somatic anxiety, neuroticism and depression. We detail how these data were used to select families for the QTL study and discuss strategies that may help elucidate the molecular pathways leading from genes to anxious depression.