S-ame (s-adenosylmethionine) is probably the most effective natural anti-depressant. I know it's widely used in Germany. There's extensive research on PubMed regarding it's effectiveness--if it weren't naturally occurring and therefore not subject to patent, it would likely be a blockbuster drug given that it outperforms most prescription drugs.
From my own personal experience, it reduces my anxiety within hours of taking it. And relieves depression in about a week. In the US, you can buy it off the shelf at any CVS/Walgreens. But it's certainly not cheap.
It's natural in the sense that the healthy human body produces s-ame on it own, and if your body ever stopped producing s-ame, you'd probably die since (quoting Wikipedia) "more than 40 metabolic reactions involve the transfer of a methyl group from SAM to various substrates, such as nucleic acids, proteins, lipids and secondary metabolites."
From my own personal experience, it reduces my anxiety within hours of taking it. And relieves depression in about a week. In the US, you can buy it off the shelf at any CVS/Walgreens. But it's certainly not cheap.