The 19th-century historian JFC Hecker reports an example from 19th-century Abyssinia, or what is now Ethiopia. An individual, usually a woman, would fall into a kind of wasting illness, until her relatives agreed to "hire, for a certain sum of money, a band of trumpeters, drummers, and fifers, and buy a quantity of liquor; then all the young men and women of the place assemble at the patient's house," where they dance and generally party for days, invariably effecting a cure. Similarly, in 20th-century Somalia, a married woman afflicted by what we would call depression would call for a female shaman, who might diagnose possession by a "sar" spirit. Musicians would be hired, other women summoned, and the sufferer cured through a long bout of ecstatic dancing with the all-female group.
We cannot be absolutely sure in any of these cases - from 17th-century England to 20th-century Somalia - that festivities and danced rituals actually cured the disease we know as depression. But there are reasons to think that they might have.