I've spent a few minutes thinking about your question and books that comfort me through the doldrums. Conrad's Heart of Darkness springs to mind and books of old myths. They add the dimension of time on epic scales and make our temporary woes look very, very inconsequential.

I used to go through the 'rough patches' and still do. It eventually dawned on me that certain books, places and music would make things worse when I originally thought they made things better. You might not be at that point yet and may honestly need to wrap yourself up in Catcher in the Rye to feel less alone and blue.

Read the books when you're in a good place and leave them alone when you aren't.