The Collaborative International Dictionary of English v.0.48:

Dumps \Dumps\ (d[u^]mps), n. pl.
   a gloomy mental state; same as 2nd dump[1]; -- used mostly
   in the phrase "in the dumps".
   [PJC]

WordNet (r) 3.0 (2006):

dumps
    n 1: an informal expression for a mildly depressed state; "in
         the dumps"; "have the mopes" [syn: dumps, mopes]

Moby Thesaurus II by Grady Ward, 1.0:

23 Moby Thesaurus words for "dumps":
   blahs, blue devils, blues, dejection, depression, dismals, dods,
   doldrums, dolefuls, dorts, frumps, gloom, grumps, heavyheartedness,
   megrims, melancholy, mopes, mulligrubs, mumps, pouts, sulks,
   sullens, unhappiness