This paper argues that in at least some cases, one proof of a given theorem is deeper than another by virtue of supplying a deeper explanation of the theorem — that is, a deeper account of why the theorem holds. There are cases of scientific depth that also involve a common abstract structure explaining a similarity between two otherwise unrelated phenomena, making their similarity no coincidence and purchasing depth by answering why questions that separate, dissimilar explanations of the two phenomena (...) cannot correctly answer. The connections between explanation, depth, unification, power, and coincidence in mathematics and science are compared. (shrink)