Typical use of depletion MOSFET
Indeed, they are not very widely used, but still have a few reason to be available.

As discrete devices:

As a simple constant-current source

if you put a resistor between source and gate, then you create a constant current source:



If the current increases, it increases the voltage drop across the resistor and therefore lowers the gate voltage, which will turn the mosfet off a little. If the current decreases, the mosfet turns on a little. This will always find equilibrium and you therefore have a current source with only two components, whose current solely depends on the resistor and gate threshold (not very accurate, though).

As part of the startup circuit for SMPS supplies

These supplies use a controller chip on the primary side (220V or 110V). The chip needs some low voltage to run (usually 10V), and this voltage can be provided by an auxiliary winding on the transformer in order to be efficient (if you power the chip by dropping the high voltage on primary with a zener, you'll waste some power which becomes significant at low load). This is fine, but when the supply starts, there is no voltage on the auxiliary winding yet, so the controller cannot be powered and it never starts.

So, somehow, you have to power the controller by dropping the high voltage, at least during startup. But, once it has started up, and the controller can be powered with the aux winding, you'd like to cut this current path which wastes power. If you do it with a depletion fet, it is very easy: basically, you just have to set its source to the supply pin of the controller, the gate to the ground of the controller, and the drain to the high voltage (this is a simplified view):



This way, when the controller is unpowered, the high voltage powers the controller (no voltage at the gate), and once the controller is powered, the high voltage path is interrupted (negative voltage at the gate). Every other way to do it with an enhacement mode fet would be less efficient (more components, more complex, more wasted power). This is why most standard depletion mode fets you can find are actually high voltage parts.

As an overvoltage protection element

This application is limited to the protection of signals, or low-current supplies, because the depletion fets usually have very high RDSon. This is the typical circuit:



Even if the signal voltage goes too high, the gate will be kept at the zener voltage. The output will therefore not be able to go above Vz+VGSthreshold, because the mosfet would then stop conducting. It actually works like a regulator and clamps the signal. You can protect IC inputs with this, the only consequence in the nominal case being the RDSon of the mosfet (lower impedance than just a resistor and a zener).

Notice how the above circuit looks like a simple NPN regulator. There is one big difference, though: with the NPN regulator, the output voltage is at Vz-0.6V. With the depletion FET, the output voltage is Vz+VGSth. The clamped output is above the reference.

Another example of overvoltage protection usage, with a regulator:



The principle is the same as above, except we are using the regulator output directly as the reference fed to the gate (the zener can be avoided). This is where the fact the output of the FET is above the reference is useful: the reference being the regulated 5V, you know you'll have VGSth allowed for the regulator dropout.

So, since depletion FETS can be easily obtained for high voltage ratings, you can make a regulator able to withstand several hundreds volts easily (useful for mains voltage). Once again, just keep it mind this can be done for low currents only (a few tens of mA).

Within integrated circuits:

They have been used in logic ICs at a time, too (early 80's).

Basically, they were used as the high-level pass element, instead of the P-type FET now used in CMOS ICs. It acted mostly as a pull-up resistor whose value became higher when the output was low, to reduce power consumption and still having low impedance at the high-level state. Example with an inverter gate:



See the "depletion-load_NMOS_logic" Wikipedia entry.



Additional resources

There are several app notes available for more information:


from Infineon, describing generic depletion FET usages (SMPS startup circuit example comes from this doc).
from IXYS, decribing many current sources usage. (Overvoltage protection with 7805 example circuit comes from this doc).
from Maxim, describing overvoltage protection for signals.
from ALD, which also gives information regarding the construction of depletion-mode FETs.