There are two recent discussions on diet and depression. This gives new pause for us to think about that old saying, “You are what you eat.” New evidence suggest that if you want to feel good and be happier, fish oil and non-processed foods win out yet again.

1. They found the risk of depression was 30%+ higher when subjects ate a diet of refined foods as contrasted with those eating a traditional Mediterranean diet.

Inverse dose-response relationships were found for fruit and nuts, monounsaturated — to saturated- fatty-acids ratio, and legumes.
Sánchez-Villega, A et al. (2009). Association of the Mediterranean Dietary Pattern With the Incidence of Depression. Archives of General Psychiatry, 6, 10.

2. They report two diet patterns: high vegetables, fish, and fruits, associated with less depression. The other pattern, Processed foods:  heavily loaded by sweetened desserts, fried food, processed meat, refined grains and high-fat dairy products associated with a higher  risk of depression.
Akbaraly, TM et al. (2009) Dietary pattern and depressive symptoms in middle age. The British Journal of Psychiatry 195: 408-413

An older but interesting study:

This was a double blind study of prisoners who either got fish oil caps and a multivitamin or a placebo oil / dummy vitamin. Within two weeks, the prisoners on the active vitamins and fish oil had 31% fewer fights.
Gesch, C. B. et al. (2002) Influence of supplementary vitamins, minerals and essential fatty acids on the antisocial Behaviour of young adult prisoners. BRITISH JOURNAL OF PSYCHIATRY, 181, 22, 28.