Is it really impossible to "snap out of" a truly depressed state?

Often times you hear how depressed individuals can’t just “snap out of it” and society is encouraged not to think it’s so simple for people.

What anecdotes do we have or what studies do we have on “snap out of it” trials as therapy?

If someone volunteered in advance to attempt to snap out a depressed state and made a plan on how they will go about it.. would it necessarily fail during a bout of depression? Is it possible with great effort over time for “snap out of it” to become a learned skill a depressed person to treat any of their symptoms?