THE OFFICE, an Emmy award winning BBC comedy series that is the first--and final--word ON depression. Good comedy is about stepping up to the problem, not escaping from it.
How about This is Spinal Tap. One of the funniest movies I've ever seen.
Also, if you like BBC stuff check out a comedy series called Bottom. It is one of the funniest UK comedy series I've ever seen. Another good BBC series that Charles H brought up is The Office.
As Agent Cooper on Twin Peaks would say, "Chin up!"
I can relate to your situation big time....I thought I was immune to the blues and found out otherwise last year. Without getting into details, thanks to wonderful friends, family, spirituality and help, I'm laughing and smiling again...and on your way back to doing the same, I highly recommend these cinematic joy inducers:
A Hard Day's Night The Party (classic Peter Sellers movie--"num-num") Box Of Moonlight (obscure Sam Rockwell movie well worth hunting up) Singing in the Rain American Graffiti SCTV Network 90-Volume 1 (You're close to my age, so I know you'll adore this; hardest I've laughed in ages...It was like going back to my late teens) Toy Story Dr. Strangelove
The Producers - Mel Brooks' best film, in my opinion. A Night at the Opera Dr. Strangelove Singin' in the Rain - as others mentioned, it's just a very happy film Young Frankenstein Happy Gilmore - More of a "turn your brain off" type of film, but I'll admit I was laughing quite hard during several parts
One, Two, Three-- 1961 Jimmy Cagney comedy directed by Billy Wilder. Cagney is a Coca Cola exec. stationned in West Berlin at the hieght of the cold war when his bosse's daughter visits from Atlanta and gets romantically embroiled with an East German red.
The Great Race-- Epic Blake Edwards comedy about a 1907ish round the world auto race with Tony Curtis, Natalie Wood, Jack Lemmon and Peter Falk. Lemmon and Falk are priceless as the Snidely Whiplash villain and his hapless assistant.
SCARY MOVIE 3. It hits all the marks that the original Naked Gun hit, or at least came close, IMO. Funny as hell, but very cheerful and emotionally honest, and never mean spirited.
On a serious note, I know depression can be hard. I've only had it mildly at times, and it was physically painful in a way. Best of luck to get outta there, it's not a fun place to be.
I recently had a birthday and got Wayne's World as a present. It's as funny as I remember it. As a Mike Myers fan, I'd also recommend the Austin Powers Trilogy and So I Married an Axe Murderer.