High frame rate and accurate depth estimation plays an important role in several tasks crucial to robotics and automotive perception. To date, this can be achieved through ToF and LiDAR devices for indoor and outdoor applications, respectively. However, their applicability is limited by low frame rate, energy consumption, and spatial sparsity. Depth on Demand (DoD) allows for accurate temporal and spatial depth densification achieved by exploiting a high frame rate RGB sensor coupled with a potentially lower frame rate and sparse active depth sensor. Our proposal jointly enables lower energy consumption and denser shape reconstruction by significantly reducing the streaming requirements on the depth sensor. We present extended evidence assessing the effectiveness of DoD on indoor and outdoor video datasets, covering both environment scanning and automotive perception use cases.