Keats once wrote,

'But when the melancholy fit shall fall

       Sudden from heaven like a weeping cloud,

That fosters the droop-headed flowers all,

       And hides the green hill in an April shroud;

Then glut thy sorrow on a morning rose,

       Or on the rainbow of the salt sand-wave,

             Or on the wealth of globed peonies;

Or if thy mistress some rich anger shows,

       Emprison her soft hand, and let her rave,

               And feed deep, deep upon her peerless eyes.'

This is the second verse from 'Ode to Melancholy' written by the poet in 1819. Keats doubtless had a melancholic disposition, or was prone to bouts of it, His prescription for the engulfing sadness that can accompany its arrival, 'like a weeping cloud', is to focus on the natural world, to pay attention to it. He further enjoins that we feed deeply upon the 'peerless eyes' of an angry raving mistress, something less obvious perhaps. I'll take nature anytime I think, though I certainly understand what he is getting at. 

While today the condition of melancholy is entirely associated with clinical depression, the literary genre that Keats wrote in would have seen it as something less serious, one associated with a cultural movement, dating back to the 15th century. In this iteration, melancholia was more the province of the artistic or literary soul, something connected with great intelligence. John Dowland, who wrote many fine madrigals in Elizabeth's court was 'always Dowland, always mourning' and Hamlet was better known as the melancholic Dane. It became fashionable to have a somewhat gloomy interior.

I tend towards a very mild melancholy, born largely out of years of contemplating the human condition. It has more in common with, say, Keats, though my prescriptions for its relief may differ. I agree that a good bushwalk will always lift the soul, no matter what. Still another aspect of this kind of non-clinical melancholia is the alienation induced by modernity, the consequences of which are all around us.