If you're an Atheist, what comforts you?

[Aegon]

I don't tend to need much comforting.  I enjoy good food and discovering hidden truths about the world, via philosophy.  Though since you ask about books and videos, I can pass along a few recommendations.  I find the Tao Te Ching by Lao Tzu and the Meditations of Marcus Aurelius quite stabilizing (the Gia Fu-feng translation for the former; the Stephen Mitchell translation and the John C.H. Wu translation are also good).  I don't remember it much, but my recollection of Markings by former U.N. secretary Dag Hammarskjold offered considerable wisdom concerning the existential situation.

I also find Thomas Cleary's translation of Sun Tzu's Art Of War with commentary comforting, but that may be just me.

I'll second Meditations. Also, The Daily Stoic by Ryan Holiday is a good introduction to Marcus Aurelius and other Stoic thinkers for people with no understanding and a short attention span (AKA.... me.)