Hey Nancy
I am not a doctor or anything but I have heard this can happen from friends who have taken Prozac over time. I believe it can happen with any anti-depressant really.
I found this article describing what you are talking about and some information as to why this may happen. You just might want to rule out anything medical going on which could be causing your sad episodes. Are your sad times coming out of the blue or are there things going on in your life to cause you stress or feeling sad? I think too, it would be important for you to tell your therapist or psychiatrist about this so they can assess whether or not you are showing signs of a clinical depression.
It must be frustrating to find a drug which has worked well only to have it become less effective later. Please do ask your psychiatrist for suggestions as to how to proceed.
Thank you for your question. I hope things work out for you.