I am a psychiatric physician and utilize nutrient supplements in addition to conventional psychopharmacology -- where evidence exists to support safety and effectiveness. Contrary to what is generally believed, failure to have FDA approval (and thus become a prescribable medication in the USA) is not always because no evidence exists, but sometimes because it isn't economically feasible for a drug company to spend the vast sums needed to support studies, FDA submission, etc. Also, it won't happen for substances that cannot be exclusively patented (like lithium carbonate, only approved in the US in the early 1970's after decades of successful use elsewhere in the world).
Though there are other augmentation strategies that can work (including adding novel antipsychotic drugs like Abilify and supplementation with some thyroid hormones or lithium even for people who aren't hypothyroid or bipolar ) I've long used l-methylfolate to augment the effects of prescription antidepressants which are for many people marginally effective if effective at all. Trying a sequence of antidepressants is often done without much greater success (though it should usually be tried) but after several drug failures the odds of another being effective declines steeply. In such cases augmentation of antidepressants (i.e. using a substance or medication that may not itself be an antidepressant in addition) is often a better strategy. L-methylfolate is often effective and it is established that 15mg daily is what's needed for that purpose (7.5 mg and the even lower doses found in supplements including prenatal vitamins are not enough). Before l-methylfolate was available I often used high doses of "regular" folic acid, but it is far less effective. Many but not all patients benefit from l-methylfolate augmentation. Though often effective in people with an MTHFR mutation, I have NOT found that they are the only patients who may benefit nor have I found that all with an MTHFR do.
"Medical foods" are a class of substances that by definition require a prescription. The makers of Deplin have marketed it that way and done much to inform practitioners. But as the cost gradually increased along with the continued hassle of needing a prescription for what is, in fact, a nutritional supplement, other companies entered the market, selling it as a nutritional supplement (which in the US is therefore not FDA approved but can be sold as long as no explicit claims are made that it prevents or treats any disease or condition). "Methylpro" is one, sometimes I believe called "extrafolate." Initially reluctant to advise patients to try it instead of Deplin, over time many have switched. It is less pricey and more convenient to order. None of my patients who did well on Deplin have had any loss of benefit when changing.
I also often use s-adenosylmethionine (SAME) for augmentation or alone for depression.
CAUTION: just because something is sold as a supplement over the counter does not necessarily mean it is safe. SAMe, for instance, may trigger mania in someone with a bipolar disorder.
And as depression itself can be disabling and dangerous, anyone with moderate to severe depression should not rely on self-treatment alone but work with a skilled professional. Sometimes psychotherapy such as cognitive-behavioral therapy helps greatly, with or without medication. When the "brain piece" seems to be holding back recovery a psychiatrist or other physician experienced in treating depression should be consulted. It can be hard to find someone well-trained and knowledgeable in both standard pharmacology and nonstandard supplements like these; if/when choosing a doctor it may be useful to ask what he/she knows about l-methylfolate and SAMe and also omega-3 essential fatty acid supplementation to help decide. There should, at minimum, be a willingness to learn more. Knowing nothing or debunking the options because they're not FDA approved should, in my opinion, be disqualifying.