For Best Results, Keep Moving
I happened to be downtown Sunday and ended up watching the finish of the Columbus Marathon. Having never run a race longer than 9.3 miles (it seemed like only 193 miles), I stood gap-jawed as wave after wave after wave of runners finished twenty-six miles. It seemed as though these folks were filling some sort of primeval need; you can't run a marathon without a life-changing training schedule.
During the Middle Ages, melancholy was most often attributed to scholars, the erudite equivalent of the 20th century office worker. A 17th century axiom went something like, "Oh how much misery is escaped and frustration averted by frequent and violent agitation of the body!"; i.e. exercise lessens depression.
In "The Joy of Running", Dr. Thaddeus Kostrubala says that humans, after many millennia of activity as hunter/gatherers, paid a huge price mentally in becoming mostly sedentary.
There are surely spiritual causes too. Walker Percy wrote that in an unnatural culture, it is not normal to be normal. When depression is the major illness in a society, as it is generally recognized to be in ours, then you begin to suspect something is amiss.