Donkey Kong 64 is also in the same style as banjo-kazooie, a bit more repetitive though.
You may also enjoy psychonauts as it is the same type of game and is frequently only 2-5 dollars now, although that one does have some darker themes throughout (mainly the fact that almost every character has some form of mental illness) so I would call that more of a maybe depending on the reason you are currently depressed. There are a LOT of jokes so it is not exactly all doom and gloom, and part of the idea for each level is helping them SOLVE those problems so they can recover.
Those are the only ones in that genre that I can think of at the moment beyond what Jester already listed, but if I think of more I will try to come back and mention it.