Do you want to help random people or people you actually know well?
There's no really much you can do for random people, except just doing kind things throughout the day for other people. Smile and say hi to people. Posting on threads with advice and whatnot on forums. Things like that.
For people you actually do know. Do your best to try to cheer them up, be there for them in the long run and don't give up on them. Try to get them to go out without pushing them too much. Talk to them and all the things Sci said.
But, inevitably, if they don't want to feel better, it's very unlikely that they will. Sometimes it's easier to just stay miserable. I know some might attack me for that, but I don't really care. It's easier to stay depressed and alone/miserable than doing the hard work it takes to get yourself out of a depressed state. I think the best thing you can do is make sure they know they are not alone, that someone does care.