Huxley (Crome Yellow)
Nabokov (Bend Sinister)
Sartre (Age of Reason)
Turgenev (Rudin)
Beckett (Murphy)
Salinger (Franny)
Camus (A Happy Death)
Flaubert (Madame Bovary)
Faulkner (The Sound and the Fury, Part 2, Quentin)
The Awakening (Chopin)
Many of their other books also qualify. Thanks for making this thread, too, I love depression literature, it's all I read.
>>5 is a must-read. As with
>>8: many feminist authors are good too, like Woolf, Chopin, and Perkins. They all seem to want to die in the end.