Regression depth, introduced by Rousseeuw and Hubert in 1999, is a notion that measures how good of a regression hyperplane a given query hyperplane is with respect to a set of data points. Under projective duality, this can be interpreted as a depth measure for query points with respect to an arrangement of data hyperplanes. The study of depth measures for query points with respect to a set of data points has a long history, and many such depth measures have natural counterparts in the setting of hyperplane arrangements. For example, regression depth is the counterpart of Tukey depth. Motivated by this, we study general families of depth measures for hyperplane arrangements and show that all of them must have a deep point. Along the way we...