A World Health Organisation report has proclaimed the French as the most likely to suffer a depressive episode in their lifetime. This is probably why Laughter Clubs are flourishing across France. Participants report a heightened sense of relaxation, while doctors hail the many psychological and physical health benefits. Laughter Yoga strengthens immune system. It has been proven to alleviate mild forms of depression by releasing neurotransmitters that improve your mood and make you feel good.