In addition to his brother Allie's death, what factors contribute to Holden's downfall/ depression?

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Holden has a deep desire for connection with other people, but he does not have the skills to make genuine connections in most cases. He is very sensitive to injustice but, again, doesn't have the skills to combat it effectively. He is perceptive and intelligent, but his personality is a bad match with the boarding-school environment, at least when he is in his adolescent state of depression and grief. He's inadequately connected with his family, especially his parents. Finally, his own coping strategies make things worse for him. 

I write the paragraph above with Holden as the subject of the sentences, but I don't mean to imply that all these things are solely his fault or responsibility to fix. In all these cases, the problem is the result of a "perfect storm" made up of Holden's immature social skills plus the selfishness and failings of other people in his life plus the unavoidable in conditions in family and society.

Desire for connection. Holden is often portrayed as a rebel, a loner, or disconnected, but it is also true that he is a "people person." Whenever he is feeling at a loss, bored, or discouraged, he always starts thinking of someone he can visit or call. He remembers the addresses and phone numbers of a surprising number of people. Unfortunately, due to his desperate state, he is often calling people abruptly and at inconvenient times, such as in the middle of the night. When he does get together with people, he is so distressed that he sometimes says things that appear crazy, as when he invites Sally to run away with him. Most of the people he calls or visits are too selfish or wrapped up in their own problems to recognize Holden's behavior as a cry for help.

Sensitive to injustice. Holden is really bothered when people are treated badly—whether they are bullied literally to death, as in the case of the boy who was killed at one of Holden's old schools, or whether it's a smaller incident like boys ostracizing another boy because he has pimples. Holden is so compassionate that he worries about what will become of the pretty girls he sees on the street, and where the ducks go when the pond ices over in the winter.

Holden does not seem to have the skills to effectively speak out against injustice even when he could. For example, he is bothered by the fact that his roommate Stradlater has a date with Jane, but instead of asking Stradlater to respect Jane (which is his main concern), he picks a fight and ends up being beaten up.  

Many of the injustices that bother Holden are of a nature that can't readily be fixed, certainly not by Holden. Nevertheless, they bother him. They cause him to ruminate and lash out.

Bad match with boarding school. Holden has been kicked out of many schools for not trying. His teachers are frustrated because he is obviously intelligent and a good writer, but refuses to try. Some of them try to reach out to him, but there is a limit to what they can do for him given the other demands on their time. This is an example of how the school environment works all right under ordinary circumstances, but is not designed for giving intensive help to a student in crisis such as Holden.

It is possible that Holden's trouble is so deep that no teacher could help him even if he or she devoted all available time to him. At the end of the book, Holden appears to be in some kind of psychiatric institution, but it does not seem like the counselors there are making much progress with him, either. We probably should not be too hard on Holden's teachers or school environment as the cause of his trouble.

It's probable that for a sensitive boy like Holden, being at school was an additional stressor to him, rather than a welcome distraction from his grief. Others (for example, C.S. Lewis) have observed the school environment best serves teens who are outgoing, thick-skinned, and energetic, not inward, sensitive types like Holden.

Family connections. It's a little hard to tell from the book the exact relationship Holden has with his parents. It could be very dysfunctional, or merely a little lacking (and what parent-child relationship is not?). It is clear, however, that at this time in his life, his parents don't know what he's feeling or even what he is up to. Holden's older brother is away in Hollywood. It seems the whole family is in grief, but it is hitting Holden the hardest. It might benefit them to talk about it, but like most people they do not know how.

Poor coping skills. Obviously, much of Holden's behavior throughout the novel makes things worse for him physically and mentally. He drinks and smokes constantly. He barely eats. He barely sleeps. These factors alone could account for almost all the scary symptoms he experiences, like almost fainting, almost vomiting, and the panic attacks he has when crossing the street near the end of the novel. The lack of sleep could also explain his problems communicating and his poor choices.

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