Imagine if counseling offices had supplies for this. "Here is our cabinet of coping supplies. A guide to which items are recommended for which conditions is on the door. The most popular for depression and anxiety is knitting. You can get a free bag of supplies with knitting needles, patterns, and enough yarn to make at least one project." That's $5-10 of materials retail, depending on exact contents, and quite a lot less if you bought them wholesale.
*ponder* Hell, someone should just create a charity that hands out free fibercraft supplies to people with these problems. Any fibercraft store could put up a display where folks could donate stuff to be packaged and handed out at local clinics or at the store itself. Do you know someone with these problems? Buy a knit kit to show them that you care. This could help the stores by encouraging more people to take up a constructive hobby, too.
There's a reason crafters have memes like "Knitting is cheaper than therapy -- plus you get warm things!" Nothing will fix everything, but many people find that this hobby helps a lot.