I experienced this dramatically when I moved from NY to MI. Technically, there isn't a massive difference in daylight, but when I moved here, I began gardening and working outdoors a ton, exposing myself to massive amounts of sunlight from early spring to early fall. Having that drop off so fast and sharply, and the intense and sudden cold of MI winters really gets me down.
I have a hunch, the seasonal depression and fatigue is a means of hibernation and energy conservation. It makes sense that in northern climates, during the scarce and cold winters, sleeping through the dark hours underneath warm skins would be a key survival mechanism. I don't think it's abnormal, or a disorder to be depressed and tired during the winter. But taking vitamin D supplements (10,000 iu) keeps me functional. But I'll never feel as happy and energetic during the cold dark months as I do during spring and summer.