Recent research shown that electric shocks may be helpful to people with depression. The electric shocks are not from ECT (electroconvulsive therapy) but using tDCS (transcranial direct current stimulation) in which electrodes are placed on the scalp which send a weak electrical current across the brain.
Research has looked at the benefits for a range of disorders such as tinnitus and stroke but depression in particular seems to respond to this treatment. The strength of this method is the lack of significant side effects.
A recent meta-analysis (Lefraucheur and his team) looked at well-designed studies and concluded that tDCS seems to reliably improve the symptoms of depression. However the support is not universal. Another review (Palm et al. 2016) concluded that there was a moderate effect size for the benefits of tDCS in the treatment of acute depressive disorder.