For some people this is a big one. There are a whole lot of courses for yoga and mindfulness, online and in your neighbourhood.
Here are some books who indirectly work on this.
The power of now – eckhart Tolle
This is a famous one. I found it a though cookie to read. Mainly because it repeats itself throughout the book again and again. Still it did give me a sense of what was meant. And it even did help to feel me uplifted a bit. But though this book is useful to help to dim the symptoms of depression a bit, this sure ain’t gonna cure a depression for me.
Sigil to quiet the mind: GoM