Again. There is no medication for this. I am one of those people who litterally feels pain when sad or depressed. It feels like a daggger in the heart. I wish I could be like most other people, and feel nothing at all, But alas I am not. My therapist wanted me to write down all the awful things I went through, things children should never go through, and all it did was open a can of worms. Now I am feeling Pain. Crap! No wonder people avoid it and become alchys. This is like open heart surgery! Damn her and her help. Imagine a small knife in your throat and a bigger one in your upper chest! Aww it hurts! And can any more tears squirt out of my F-ing eyes? S-O-B! Its' like swallowing boiling water!
Don't know how to help except to say I am very familiar with this feeling. Unlike an upset stomach or a headache, it just won't go away. This kind of depression hits me for days probably as often as once a year, but it lasted a month when I lost my job, and almost as long once when I broke up with someone. All I can say is, even if you're not receiving medication for it, it does eventually subside.
The first couple of times I had it, I sought out medication which made it WORSE. The most recent episode, I just sat down and tried to calm myself for a few hours at a time - found a quiet place and just let it all go. After a few days, I could manage.
I can easily see why people turn to alcohol though. It does make it go away, sort of. Alcohol is kind of like dropping a bowling ball on your foot. It's a distraction, but the pain remains.
On the other hand - my sister is bipolar, and she was always being treated for the depression half of her disorder (because commonly among bipolars, the "manic" side isn't seen easily as a 'problem', but the depression is). She frequently turned to alcohol until some smart doctor realized she wasn't craving alcohol, she was self-medicating.
If this persists, seek medical help. My sister leads a normal, happy life now, as long as she takes her medication.