Here are some good, essential albums to listen to when depressed, either they're very wintry and dark, mellow or just kind of pleasant overall, probably a mix of both with some upbeat songs 'release' interspersed... I like these kinds of albums anyway, whether I'm feeling down and out or not.
Bob Dylan- the Freewheelin' Bob Dylan (1963)
(Folk- this is just a great album in general)
http://www.youtube.com/watch?v=ZMySCzzfbj4Nick Drake- Pink Moon (1972)
(Folk- not necessarily depressing but very pleasant to listen to in 'those moods')
http://www.youtube.com/watch?v=aXnfhnCoOyoPink Floyd- Obscured by Clouds (1972)
(idk, wikipedia says Prog Rock, I guess that works- I think this album is kind of wintry and mellow sounding, ymmv)
http://www.youtube.com/watch?v=_Rr83J1k1ikThe Velvet Underground- The Velvet Underground (1969)
(Art/Psych rock?- the most mellow of all the VU albums, not as experimental as their first two, just kind of nice)
http://www.youtube.com/watch?v=Nir4BnNIFmgJoy Division- Unknown Pleasures (1979)
(Post-Punk- I'm actually not crazy about this album but it's pretty classic 'teenage depression' music, you might like it)
Violent Femmes- Violent Femmes (1982)
(Folk-Punk- it's kind of angry and energetic but it's still... depressing. Also a very interesting and important/pioneering piece of music in general, pretty much gave birth to an entire genre)
http://www.youtube.com/watch?v=JQxzVAUqBUA&feature=relatedI'm not 50 years old though, so..
Elliot Smith- Either/Or (1997)
('indie rock?' I don't know, it's Elliot Smith.)
http://www.youtube.com/watch?v=LcnHjjLdNXQGodspeed You! Black Emperor- F♯A♯∞ (1997)
(I don't know if you've ever listened to post-rock before. This is a great listen if you've got some time. Yeah, it's long.)
Weezer- Pinkerton (1996)
(Alternative/Emo- the last, maybe only good Weezer album)
http://www.youtube.com/watch?v=IgEXny_5pAkModest Mouse- The Lonesome Crowded West (1997)
('indie rock'- it starts pretty abrasive but the conclusion is nothing short of awesome)
http://www.youtube.com/watch?v=OjecIllOEioWilco- Yankee Hotel Foxtrot (2002)
(alternative country/indie rock- not particularly depressing but I like to listen to it when I'm in one of those moods for some reason, it's very pleasant)
http://www.youtube.com/watch?v=ohqKLMqUHKwModest Mouse- The Moon & Antarctica (2000)
(indie rock- actually all Modest Mouse albums before 'Good News for People Who Love Bad News' are fairly depressing and very good, although this one starts better and ends worse than their 1997 release in my opinion)
http://www.youtube.com/watch?v=qZbcFvjRnrw&feature=relatedRadiohead- Kid A (2000)
(that famous Radiohead mix of IDM/Alt rock- if you can't stomach electronic music start with their 1997 release 'OK Computer')
http://www.youtube.com/watch?v=7vFaoA7t2REThe Antlers- Hospice (2009)
(the epitome of sadcore, also kind of electronicy- if you like it musically enough to get into it this album (and if you can pick out the singers voice through the somewhat poor mixing) is actually really quite intensely depressing, and the only concept album I've listed, telling the story of a relationship through the metaphor of a hospice and a terminal cancer patient)
http://www.youtube.com/watch?v=yAAD61ZruSE&ob=av2e
