Recently I've seen a number of interesting things with Google searches for OCD and mindfulness. There's a mindfulness-OCD blog that might help. Also, be sure to see MBCT.com and read about the book Mindful Way Through Depression.
About depression, I'll give you "the whole nine yards"
The most important thing is that you don't harm yourself. If you're afraid that you're going to, call your doctor, a suicide hotline or 911.
When things are especially bad, take things one at a time -- a day at a time, a morning at a time, or even five minutes. A favorite movie or music can help. Many people get relief by going for a walk. Within reason, some extra food will lift your spirits, whereas alcohol, which makes depression worse, should be avoided. Don't isolate yourself. Talk with somebody, even if you don't feel like it.
Stay in touch with your feelings. When you have an unpleasant mood shift, take one or two slow, deep breaths and examine the thought that just occurred to you, in terms of its truth and its relevance to what you're doing at the moment. If you find yourself in a stressful situation, take slow, deep breaths until you're calm, then think carefully about what to do. Exercise has been shown to reduce stress. The best exercise is the kind you enjoy, and sports are especially good because of the social activity. It may also be that people with depression who tend to remain indoors benefit from increased exposure to sunlight.
Usually, people go into depression in a downward spiral of negativity in thinking and behavior, one leading to the other. Getting out of depression is an upward spiral of healthy thinking and behavior, one leading to the other. In some cases, medication plays an important part, but healthy thought and behavior are still necessary. It doesn't happen overnight, and it helps to be patient. A sense of humor is a big plus.
The most versatile treatment of all is healthy lifestyle. If you go the University of Kansas TLC website, you can read about the lifestyle program developed there. It's things we all need anyway. It's low cost and low risk. Book - The Depression Cure by therapist/researcher Dr Steve Ilardi.
You can read a cognitive therapy book to find out about it. For some people, it serves as a good treatment of itself. The best one seems to be The Feeling Good Handbook by Dr. David Burns, the book recommended most often for depression by professionals. Another good book is the book on insomnia for women by Meir Kryger.
Mindfulness-Based Cognitive Therapy has been shown to prevent relapse after recovery from depression. Its founders have written a popular book, The Mindful Way Through Depression. See MBCT.com.
There is a free online therapy program called MoodGYM
Although its not very well known, Recovery International has been helping people for decades. This program has meetings in different countries, also electronic meetings.
ECT is controversial, not because of its effectiveness but because of its side effects. It has been shown to be effective for severe depression but is used only as a last resort.