Depression plagues characters in Hamlet. The main character suffers most since he is dealing with the death of his father (which everyone thinks is from natural causes) and the hasty marriage of his mother to his uncle. His uncle has also snagged Hamlet's crown from him, which Hamlet may not want right away, but it was still his birthright stolen out from under him. Hamlet then finds out from the ghost that Claudius committed murder. The remainder of the play Hamlet spends reeling from this news and putting his feelings into neat little categories while attempting to figure out whom he can and can't trust.
Ophelia, also, suffers from depression. She is in love with Hamlet and she watches him seemingly go nuts. Her father and brother both have told her she's not good enough for Hamlet and that Hamlet will probably only ruin her reputation and never marry her. Then her brother leaves for school and her father is murdered. The child, naturally, suffers from such horrid depression that, rather than fight the horrors of her life, she allows herself to drown.
Hamlet is the character who is depressed and his depression stems mostly from two areas at first: his father's death and his mother's marriage to his dead father's brother. In Act 1, sc. 2, the depression is first mentioned when Claudius addresses Hamlet asking him, "How is it that the clouds still hang on you?" Claudius goes on to assume that the only cause of depression is the death of King Hamlet and he tells Hamlet that everyone loses a loved one and it is only natural for a son to lose his father to death. In Act 2, sc. 2, Gertrude says the cause of Hamlet's depression is, "His father's death and our hasty marriage," realizing how Hamlet feels about her marriage to Claudius. After Hamlet sees the ghost of his father in Act 1, sc. 4, and the ghost challenges Hamlet to seek vengeance against Claudius since he killed King Hamlet, Hamlet has a new source for his depression. It takes Hamlet months and to the end of Act 5 before he finally carries out his revenge against Claudius. In the meantime, Hamlet wrestles with his lack of action, especially when he compares himself to the quick acting Laertes and Fortinbras. Three of Hamlet's major soliloquies (in Act 1, sc. 2, Act 3, sc. 1, and Act 4, sc. 4) all express his frustration and his depression.