Another vote for Singin’ in the Rain, and add my all-time favorite, The Quiet Man, Directed by John Ford and starring John Wayne, Maureen O’Hara (maybe the most beautifal woman ever born), Victor McClaglen, Barry Fitzgerald, Arthur Shields (Fitzgerald’s real life brother), Mildred Natwick and the much underrated but wonderful actor, Ward Bond. This movie makes me smile and sometimes belly-laugh every time I see it, which is two or three times a year.
Gawd, that should have been “beautiful,” …but you knew that.
Beetlejuice: It helps that I’ve loved this movie since I was six.
"Weird Al": The Videos: My DVD of “Weird Al” Yancovic videos. I watch this at least once a week, mostly every Saturday.
Jurassic Park: Not a very good movie, I see now, but it’s nostalgic because I was obsessed over it as a child. Who wouldn’t love the velociraptors?
Any of the MST3k movies.
**Nude on the Moon
Pink Panther Strikes Again
They Saved Hitlers Brain
Plan 9 From Outer Space
Killer Clowns From Outer Space
Maniac (1932 version)
Monty Python and the Holy Grail/Life of Brian
Santo vs. the Martians
**
I haven’t seen Se7en so I can’t comment on it being depressing, but I saw Ghostworld last night and can’t imagine how it would comfort anyone. I thought someone would commit suicide in it by the end…
Moulin Rouge
The Breakfast Club
An Indy movie
Jumping Jack Flash
Fight Club
Interview with a Vampire
Depending on mood and depth of comforting required.
nefertari
Hope Floats
Clerks
About last Night (1986 Demi Moore and Rob Lowe)
Deconstructing Harry
Husbands & Wives
Hi Fidelity
Everyone says I love you
Clueless
Romie & Michelle
Fridays
I think that reason people like Ghostworld is because they don’t feel alone.
But I understand what you’re saying.
I think some people are just listing their favorite movies here. 
My old one is Menace II Society. “O-Dog was the craziest nigga alive. Young. Black. And din give a fuck.”
My new one is Blackmale. “Get the fuck off your couch, Bob.”
Nihilism and depravity soothes me when I’m running hot.
Another couple I have to see every month or so:
Army of Darkness: Oft-mentioned here, but dammit, it’s that good. A good companion piece to this is Tremors. Kevin Bacon and Fred Ward make the perfect comic-action duo, and Michael Gross’ survivalist nutball character is classic.
The sequels aren’t bad, either.
I saw the thread title and the first thing that sprang to mind was “Empire Records!” - and lookie what’s in the OP Always a good movie to watch when you feel like you don’t know what the hell’s going on… even the people who seem to have it all worked out have their problems, and even the people who don’t work things out okay. And nobody is beyond redemption.
Also a second for Clerks - no matter how bad your day at work is, it could be worse. 
Army of Darkness, which has already been mentioned 37,142½ times, is always great for some mindless laughter (although I think everyone I know is sick of hearing me quote damn near every single line of dialogue…). Lock, Stock and Two Smoking Barrels and The Usual Suspects are good for taking you out of yourself for a while, at least IMO, because they’re so absorbing. Another vote for Wayne’s World, and I swear to Og it has NOTHING to do with seeing Tia Carrera in knee-high boots.