Maya/mental ray will render out a separate file in the render data folder - make sure you're checking that folder for the depth pass. Also, mental ray uses the camera's min/max distance to calculate the depth pass. Render passes work using an .exr file. You can take that 1 file and have 20 different passes, but you have to extract the different passes in a comp package like nuke or after effects. After effects can only extract the passes using the OpenEXR plugin - from there you can take advantage of the depth, shadow, ambient etc passes and layer them accordingly. Yoo can use AE's lens blur and reference the depth pass that was extracted from the exr. It's a pain but gives you more control if you want to animate DOF. Hope that helped...