Mine is for a very specific kind of depression that's really more of a vibe of melancholic regret and realization of self limitations which breeds a strange, nearly apathetic anxiety. The Devil And God Are Raging Inside Me by Brand New (full album) just picks at a scab that you know probably isn't healthy but feels satisfying to indulge.
For existential dread, Dark Side of the Moon by Pink Floyd hits way different now than when I was young. Especially the songs Time and Great Gig In The Sky.
For depression depression, I couldn't be bothered to listen to any music. "Music is for winners" is kinda the mindset. Not helpful, but depression is a motherfucker and it's almost like self-inflicted emotional abuse when you're already vulnerable. You feel miserable and convince yourself that you deserve misery, so all is right in the world. It fucking sucks and I hope that if this comment causes anything in anybody's brain to light up, saying "hey wait a minute, is that not normal?", then please invest in yourself and spend some time with a therapist, take more vitamin D, and try to do what you can to get yourself to a place where those feelings are just memories that you can mention on Lemmy in hopes of helping others the same way that you needed help.
The Devil and God Are Raging Inside Me is such a good album. In some ways I hate listening to it because I know it's not helping me but at the same time everything about it is just perfect