Your wife or girlfriend has left you, or maybe you've lost your job, or maybe it was something else. But anyway the rage and despair are unbelievable, far worse than anything you've felt before. You think you will always feel like this. What can you do?
Start here. Although the misery can be incredible, it is temporary. The awful feelings will pass. Your energy will come back, you'll begin to enjoy life again, if you can hang in there long enough. You're passing through a terrible storm, not entering a new life of desolation. The feeling of hopelessness is only a symptom of depression. You need a strategy for holding on until the storm passes, and for getting you through it faster. If you're having thoughts of hurting yourself or somebody else, get professional help at once. It is not a sign of weakness, but proof that you're taking charge. To locate a therapist, ask around, use the internet, or call up a mental health center.
Two do-it-yourself techniques help. First get active, even though you're not in the mood and you've got no energy. Any activity is good, but physical activity like walking or bike riding is particularly useful. Basically, you get out of depression and rage by acting like you feel better than you do.
Second, don't let yourself sit around brooding. You're not in charge of what pops into your head, but you've got some control over how long it stays. When you catch yourself dwelling on problems, make yourself think about something else. Anything else. Talk to other people even though you'd rather not. Read, or pet a dog, or count backwards from 100 by threes. Don't ride by your ex's house, or your old place of business. Wounds can't heal if you keep picking at the scabs. Don't drink or drug. Makes the pain worse in the long run.
And once your energy starts to come back and you're beginning to enjoy life again, offer to help the next guy.