What other films besides this one to avoid when you're depressed?

I find this movie uplifting, rather the opposite of prevailing opinion. I rather think that most forms of negativity are dealt with in a satisfying way in this film, not in an over enthusiatic happy-dance way, but in satisfying tones nevertheless. Stevens realizes his errors in the end but he continues on in a job that he loves, and that is satisfying. Would he be happy with Mrs. Benn around? I think not, not really. Be careful what you wish for as they say. Mrs. Benn finds contentment too, realizing her satisfying family life is actually a very good life. And England too is 'happy', the old ways are reinstated, albeit in different forms, but the people have won in their struggles against an oppressive, conniving and evil foe. That each and everyone realized their past mistakes and tried to make up for them is really the best one could hope for. That is really quite satisfying.
So you see, everything is satisfactory and good at the end.

The Last Picture Show. The poor kid has to watch his whole world just slowly blow away in the Texas wind.

The End of the Affair depressed me. Also, the Shipping News was somewhat depressing with the main character, Quoyle, being a real sad sack. There is hope of a better life in this however.

Marathon Man is a good thriller but has a pretty depressing ending.

I think ROTD is brilliant, it doesn't depress me at all. It's more poignant than depressing.

I entirely agree with you on “Leaving Las Vegas.” However, for me it’s “Ordinary People.” I need to be in the right frame of mind to watch that; very intense film in my opinion.