(First thing that comes to mind is actually a book called
Breadcrumbs, by Anne Ursu, which is another retelling of the Snow Queen, more or less)
As far as movies I've seen myself...
Frozen
Inside Out
It's a Wonderful Life
Then there are these, but I don't know most of them and they may be terrible movies. XD
http://www.tasteofcinema.com/2015/the-3 ... epression/TV episodes:
Doctor Who's "Vincent and the Doctor" is beauutiiffulll
I know there are some episodes of Monk that deal with the more serious sides of his anxiety, but I don't know them by name.

And a lot of people talk about ongoing arcs in Six Feet Under, but again, I've not seen it to recommend it personally.