The purpose of the research is to test out a combined treatment for depression where we stimulate a nerve in the ear while at the same time stimulating the brain with magnets. These treatments are called transcutaneous (through the skin) auricular (ear) vagus nerve stimulation (taVNS) and transcranial (through the skull) magnetic stimulation (TMS). For patients who already have a cervical VNS device, we will not change their treatment and will use this in place of the taVNS. We think this combined method might treat depressive symptoms better than either alone. This study is in person at the Institute of Psychiatry in downtown Charleston on the MUSC campus. First, patients will have a screening session and then will have 6 treatment days total where they will receive either VNS treatment alone, TMS treatment alone, or both at the same time. The treatment they start with will be randomized, and they will have 2 treatment days of each combination.