Of course that song was based on the 1897 poem by Edwin Arlington Robinson.

Whenever Richard Cory went down town,
We people on the pavement looked at him:
He was a gentleman from sole to crown,
Clean favored, and imperially slim.

And he was always quietly arrayed,
And he was always human when he talked;
But still he fluttered pulses when he said,
'Good-morning,' and he glittered when he walked.

And he was rich - yes, richer than a king -
And admirably schooled in every grace:
In fine, we thought that he was everything
To make us wish that we were in his place.

So on we worked, and waited for the light,
And went without the meat, and cursed the bread;
And Richard Cory, one calm summer night,
Went home and put a bullet through his head.

And if you're a fan of Martin Scorsese's films, you'll know doubt remember legendary comic actor Jerry Lewis as a cold and obnoxious talk show host who's initially stalked and ultimately kidnapped by a couple of obsessed losers (Robert DeNiro and Sandra Berhhardt) in the dark and disturbing "King of Comedy," a role for which Lewis received the best reviews of his film career -- although some Hollywood cynics had suggested at the time that he was simply being himself. That was a film clearly ahead of its time, in its examination of the cult of personality.

One drug, which I chose to look up at random, OLANZAPINE-FLUOXETINE ORAL, had this warning:

Antidepressant medications are used to treat a variety of conditions, including depression and other mental/mood disorders. These medications can help prevent suicidal thoughts/attempts and provide other important benefits. However, studies have shown that a small number of people (especially people younger than 25) who take antidepressants for any condition may experience worsening depression, other mental/mood symptoms, or suicidal thoughts/attempts.
Tell the doctor immediately if you notice worsening depression/other psychiatric conditions, unusual behavior changes (including possible suicidal thoughts/attempts), or other mental/mood changes (including new/worsening anxiety, panic attacks, trouble sleeping, irritability, hostile/angry feelings, impulsive actions, severe restlessness, very rapid speech). Be especially watchful for these symptoms when a new antidepressant is started or when the dose is changed.
There may be a slightly increased risk of serious, possibly fatal side effects (such as stroke, heart failure, fast/irregular heartbeat, pneumonia) when this medication is used by older adults with dementia.

confusion, nervousness, trouble concentrating, rare thoughts of suicide), swelling hands/ankles/feet, restlessness, shaking (tremor), inability to keep still, decreased interest in sex, changes in sexual ability, large pupils, trouble urinating.
Tell your doctor immediately if any of these rare but very serious side effects occur: black stools, vomit that looks like coffee grounds, easy bruising/bleeding, muscle spasm, yellowing eyes/skin, severe stomach/abdominal pain, slow heartbeat, signs of infection (such as fever, persistent sore throat).
Get medical help right away if any of these rare but serious side effects occur: fainting, severe headache, seizures.
This drug may infrequently make your blood sugar level rise, an effect that may cause or worsen diabetes. This high blood sugar can rarely cause serious conditions such as diabetic coma.

When I mentioned heroin, it was only meant as a possible medication that might enable someone to escape, even temporarily, suicidal impulses. Addiction and other side effects would have to be weighed against the side effects of commonly prescribed medications. That is another subject.

Ultimately, one has to face ones demons. One has to understand the nature of ones neuroses and attempt to unravel the nature of the experiences that leaves one willingly or unwillingly clinging to depression. No drug can do that. Well, I shouldn't say that. Perhaps some mushrooms that I have read about might have curative properties.

The truth is that for many people, there is no one magic pill that makes it all better.  Depression can be accompanied by anxiety, and it can be the flip side of mania in some people. There is depression that is seasonal (SADD), some is associated with hormones (PMDD).  

jbindc: "My guess is he possibly felt his demons closing in and was trying to stay away from the other demons in his life - drugs and alcohol."

... that was exactly what he was trying to do -- not backslide into a vicious cycle of alcohol and drug abuse. It sounds like serious bouts of depression first really began to engulf him after his open-heart surgery in 2009.

Apparently, Williams plunged into a depressive state again last May, when CBS announced the cancellation of his TV sitcom "The Crazy Ones" after only one season. He no doubt knew from the declining box office of his films over the last 15 years that his best earning days as a movie star were probably behind him, and he had felt compelled to accept that TV show as a means to pay the bills.

Unfortunately, and in obvious retrospect, what he likely needed at that point was not a "tune-up" at a Minnesota rehab, but an actual hospitalization. Friends of his in the Bay Area have reported, again in retrospect, that he started to detach and slip away from everyone after his show got cancelled.

And that's the truly insidious part of this illness call depression. All too often, we only note the symptoms and warning signs of potential self-harm ex post facto, to our own respective everlasting regrets.