Another suicide / depressive: Val Stoecklein, whose "Grey Life" is an early work of melancholia (prefigures Elliot Smith, but without the bite). If you check out the album, be prepared that the wistfulness is undercut by the schlocky instrumentation (which was not Stoecklein's choice).

Just as melancholy was Gene Clark, who essentially drank himself to death. Some artists make it through, some don't. I'm not sure if there's a predictable pattern.