This article is from the Depression FAQ, by Cynthia Frazier with numerous contributions by others.
If you think you might need help, see your internist or general practitioner and explain your situation. Sometimes an actual physical illness can cause depression-like symptoms so that is why it is best to see your regular physician first to be checked out. Your doctor should be able to refer you to a psychiatrist if the severity of your depression warrants it.
Other sources of help include the members of the clergy, local suicide hotline, local hospital emergency room, local mental health center.