Your Midwife

Midwives can offer extra listening visits and information regarding postnatal illness
Referral to mental health teams, GP and health visitor
Help with meeting other pregnant women through local aqua natal, exercise groups, mum and baby groups
They can direct you to specialist postnatal depression support groups (either in person, internet or phone).There are usually some in your local area, you can ask your midwife or health visitor

There is also national help and support:

National Childbirth Trust

Maternal Mental Health