Current studies in this field have revealed that mind-wandering has close ties to mood, and in particular negative or unhappy mood. Evidence suggests that mind-wandering is often more frequent in individuals who report chronic levels of unhappiness (e.g. depression) while studies also indicate that mind-wandering can increase when normal participants experience periods of experimentally induced negative mood. Often negative mood seems to lead individuals to focus or ruminate about the past.
Articles:
Shifting moods, wandering minds: negative moods lead the mind to wander
Rumination, dysphoria and subjective experience
Imprisoned by the past: Unhappy moods lead to a retrospective bias to mind-wandering