In-depth means thorough: you look at all the details, not just the surface. An in-depth report tries to explain the whole story. An in-depth interview takes time. Newspapers, teachers, and doctors like the word because it signals serious work. It almost always sits in front of a noun: in-depth analysis, in-depth coverage. Though actually, adverts sometimes stick in-depth on quite thin pieces, so the word can promise more than you get. And after a verb, English often drops the hyphen: We discussed it in depth. Same idea, different slot in the sentence.