Mental Health 
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LDS.org: Hope and Help (Many Resources)
LDS.org: Resources for Understanding Mental Illness
LDS.org: Top Search Results for "Mental Health"
LDS.org: Articles in Church Magazines
"Like a Broken Vessel" - Elder Jeffrey R. Holland
"O That Cunning Plan of the Evil One" - M. Russell Ballard
See Also: Addictions (lds.org)
LDS Ability - LDS Mental Illness Resources (not an official Church site)
"Easing the Burdens of Mental Illness" - Ensign
"Escaping My Valley of Sorrow" - Ensign
"Keeping Mentally Well" - Ensign
"Mental Illness: In Search of Understanding and Hope" - Ensign
"Myths about Mental Illness" - Elder Alexander B. Morrison - Ensign
LDS.org: Top Search Results for "Depression"
"Awake My Soul!": Dealing Firmly with Depression - Ensign
"Dealing with Depression" - Sept. 2016 New Era
"Depression" - Feb. 2016 Ensign
"Depression: More than a Bad Hair Day" - Church News
"My Battle with Depression" - Ensign
"Rising Above the Blues" - New Era
"When Your Child is Depressed" - Sean E. Brotherson - Ensign
"Why is my Wife (or Husband) Depressed?" - Ensign
"Suicide: Some Things We Know, and Some We Do Not - M. Russell Ballard - Ensign
BYU: Encyclopedia of Mormonism
Mormon Channel: Sitting on the Bench: Thoughts on Suicide Prevention
LDS.org: Several videos on people's personal struggles
Elder Holland's Counsel for Early Returned Missionaries