A Depressed Whale is a video by FilmCow. It focuses on a (supposedly) depressed whale and a fish trying to cheer him up.
A Whale is approached by a fish. The fish asks what's going on, and the whale responds that he's depressed. The fish says that he's sorry to hear it, and asks if he's tried swimming around or eating plankton. The whale says that he has.
The whale then pulls a gun on the fish, telling him it is a robbery and to give him his money. The fish is surprised and says that the situation has taken a turn, and the whale reaffirms his command to give him the fish's money. The whale also says he doesn't even know if whales can be depressed, and the fish responds by sayin he doesn't want any trouble. The whale then starts giving a speech on his size.
The fish pulls a gun on the whale, telling him he was an undercover cop and that he was on a sting. The fish turns out to be a corrupt undercover cop, and the whale pulls a second gun on him, telling him he was actually an Internal Affairs agent investigating police corruption.
The fish then reveals he is actually a fry cook at Steak-and-Shake. The whale responds by saying he didn't fully understand where that leaves them.