Listen to Sins of The Spirit 03: Depression by Dr. Tom Lancaster from the Audio Archive of Evangelist Johnny Campbell (a.k.a. Johnny The Baptist). This sermon starts in Psalm 77 and talks of the overwhelmed spirit and how to fight the blues.
Listen to Overcoming Depression by Pastor Adam Cowan from Calvary Chapel East. In this sermon Pastor Cowan takes us through 1 Kings 19 and what it means as a Christian to lose your joy or be discouraged and how to conquer your despair through the Lord and His teachings.
Listen to Heavy Lifting 3: Dealing With Depression by Rev. Paul J. Cutler from Grace Lutheran Church, Streamwood, IL. Moses, Elijah, and Jonah all had their trials and found themselves exhausted, but through the Lord were able to persevere.