Music always helped me. I've been depressed since I was a small child, and my parents were never available - so I always retreated into music and it always helped me. I could escape with music. And I really NEEDED to escape with the house I grew up in.
The funny thing is, even when I was little I was listening to 1940's music!! I'd listen to Frank Sinatra all the time. Granted, I was born in 1949, but still you'd think I'd have listened to more popular music instead of Frank Sinatra. LOL
Anyway -- music STILL helps me when I'm feeling down.