If you’re good with kids, Big Brothers Big Sisters is very rewarding. The kids in that program are awesome kids but have a life that will make you grateful. Being a CASA advocate is also very important, rewarding work (but I’ve heard it can be depressing). Any elementary school will have programs that will let you volunteer to help tutor kids, help teachers with administrative work, and any number of things, just call the school closest to your house.
If you can cook, sign up to cook a meal at the Ronald McDonald House once a month.
If you’re an animal person, call your local animal shelter. They could definitely use your help walking/training dogs and cleaning up after them, among other things.
If you’re handy, Habitat for Humanity.
If you’re into the outdoors, call your local Parks dept and I’m sure they’ll have something you can help with.
I would also caution to temper expectations. If you’re depressed, volunteering can be a really good thing but it also might not help at all if the real problems are internal. But volunteering can definitely help you have a sense of purpose and gratitude, and those are really important for treating depression.
My big 7 to pay attention to: sleep, diet, exercise, gratitude, purpose, companionship, joy, sunlight.