Anecdotally, I've been taking a 5,000 IU vitamin E supplement this winter. Seattle area, indoor desk job, I am a vampire. It does seem to help, I would rate it as going from a C to a B grade. I'd prefer not to use antidepressant medications to fix a problem that for me is mostly caused by living at a different latitude than I grew up in.
Do be aware that not all vitamin E supplements actually contain the dosage that they are labeled at, and that inclues both no-name brands and some big name brands. I'm having trouble finding a good reference on google due to AI and SEO pollution. But I recall Nature Made was labelled accurately and that is what I buy.
My wife on the other hand has struggled with life-long anxiety/depression even when living in Atlanta. For her a fairly low dose of lexapro enables her to live her life like a normal person. We wish we could get her mother to give it a shot for a few weeks, as she now can see a lot of similarities in both their personality traits that were affected by a life of untreated anxiety.
We also have cat that would probably have been put down for fear-biting of people and attacking our mild and mellow dog until we got his aggression under control with kitty prozac. I kid you not, it's a transdermal fluoxetine cream we put in his ear each day. Without the constant anxiety stimulus in the way, his real personality came through and he is actually very sweet. To me at least. Still bites my wife, but not hard anymore, just enough to keep her alert.