I find the studies coming out linking smoking to major depression disturbing. Another finding is that the combination of cigarettes and alcohol may potentiate each other, each addiction feeding into the other.

I've read that some vitamins are somehow depleted from cigarette smoking. I believe, for example one of these is folic acid.

I don't know that a deficiency in folic acid CAUSES depression, but I'm sure vitamin deficiency of any type can probably play into it.

There are some supplements that show potential in reducing depression in general. For example, omega-3 (epa) has shown potential with depression and bipolar.

It's important to note, however, that omega-3 ALA is not the same as EPA and DHA. ALA is a component of flax seed, which, unfortunately is used often by vegetarians that might benefit better from something like microalgae oil.