A couple of recent studies suggest that improving your posture can help you overcome moderate depression.
Dr. Elizabeth Broadbent reports that sitting upright rather than slumping helps you be more confident in your thoughts, more persistent with difficult tasks, and to feel more proud of your accomplishments.
Another study suggests that walking upright rather than hunching your shoulders and keeping your gaze low can decrease feelings of depression and low energy.
Deep breathing and certain yoga positions also have been shown to help alleviate depression and anxiety. In one study, women who attended yoga classes twice a week for three months reduced their depression by 50% and increased their feelings of general well-being by 65%.
Obviously, these are no substitute for getting professional help if you are deeply depressed, but they won't hurt and they could help.