I think I heard somewhere that starchy foods are antidepressant. I notice that potatoes give me a feeling of inner warmth when I eat them, maybe they're slightly psychoactive, or maybe it's the starch, I don't know, but when I'm down I love potatoes. Intuitively I feel that rosemary and lavender (they're the same family of herbs) are good too. Try potatoes fried in olive oil with rosemary. Not the healthiest thing in the world, but very comforting. You could boil or steam them for better health, and also look to eat a large proportion of skin to flesh (by buying smaller potatoes or even throwing away part of the flesh) as the skin has huge amounts of minerals and according to Edgar Cayce is one of the best things you can eat.
My other comfort foods are cashew nuts and mangoes.