Depression?

I'm not sure what to do here but here it goes. I have two cats, Storm and Rain. They were born in the same litter, grew up together, and have been in the same shelter before I adopted them. They will cuddle sometimes and play. I'm wondering if Rain leaves us (he's been sick lately) if/ how much that will affect his brother Storm? Will he be depressed? Fine? Sad and then fine?

It will vary depending on the kitty.  I really hope you don't loose your kitty that is sick.  You will probably see some change in behavior for awhile.  Your remaining kitty will look for his friend for a period of time.  He may be quieter than normal and less interested in playing for awhile.  The main thing is that he continues to eat.  Give him some extra attention and he will come out of it with time.

He will be okay though? He usually sleeps with us at night.

He will be okay as long as he continues eating.  To be honest I hadn't heard of a kitty not eating for an extended time, more than 2 or 3 days, because of the loss of a kitty friend.  If he is the rare kitty that does quit eating then the anorexia would need to be addressed.  Other than that he will be okay.  It is, like it is for humans, a process that he will get through and then will be fine.