Almost all of your options work. There can sometimes be a little overlap with prepositions, though they each give a slightly different impression.
1: This was also true in psychology.
This option is grammatically correct and doesn't sound unnatural, but this wording is preferable when we're talking about something actually within the field of psychology, rather than an aspect of your psychology department. (Ex. In natural science it is always important to consider where something comes from before trying to analyse it. This is also true in psychology, where different cultures can shape individuals differently.)
If we talk about the psychology department however, this becomes a perfectly acceptable preposition. (Ex. In the natural science department there were nearly as many women as men. This was also true in the psychology department.) Now we are talking about a place or construct within which this statement is also true.
2: This was also true for psychology.
For can be used to mean in respect to which certainly makes sense here.
For has other definitions as well which gives the potential for ambiguity in a sentence with the same construct but different nouns. For example, "It was true for his mother" could be used to mean "it" is something his mother considers true, rather than something true about her. This confusion is mitigated with context, however, and I still maintain that for is a perfectly acceptable choice.
3: This was also true of psychology.
Much like for, of can be used to mean in respect to. In this construct there is nothing else that of could mean and so there is no ambiguity at all.
While I think true for X is said plenty out loud, true of X is slightly more formal sounding, and (according to ngrams) definitely the more popular choice in written works.
(You can also see from that graph that the use of of is much older, but on the decline, while for is newer and was on the rise until the mid 80s. That would certainly explain why of sounds more formal.)
4: This was also true when it came to psychology.
I changed your example slightly -- this was true is in the past tense, so it must be came and not comes. This removes any confusion by just skipping the preposition problem entirely. It is also a perfectly valid option.
5: This also holds true for psychology.
A slight rewording, but for the same reasons for worked above, it works here. (Note: the for/of relationship is the same here, but much stronger. Avoid saying "this holds true of psychology" as it has pretty much gone out of general usage.)
✘: This also holds true to psychology.
Of all your options, this is the only one which is incorrect. For something to be "true to X" is a different meaning of true entirely and does not work here at all.
You can feel free to pick from any of the other options, however. If you still want more specific advice, I'd go with "This was also true of psychology.