I believe the question was geared more towards the depression suffered upon return to Earth rather than problems while in space.

From reading a number of biographies written by the Apollo astronauts, depression upon return to Earth was generally mild. The one extreme case, at least from the Apollo days, is Buzz Aldrin. But his depression really stemmed from being "only" the second man on the moon rather than the first. He had a really hard time coping with that. Many of the other astronauts weren't depressed as much as...well...lost. They really didn't see how they could ever do anything more spectacular than walk on the moon. They felt, mainly, bored by the more mundane things here on Earth. After the whirlwind of spaceflight, moonwalking, splashdown, and then going world tours and shaking hands with presidents and prime ministers, nothing else really compared. Some of them got into politics, some stayed on and got into other programs that let them fly (spacelab, the shuttle) most of the others went into private business to try and make some money and/or make a difference in their chosen industry.

I'm not sure if the same holds true for the more recent shuttle astronauts, but I imagine it would be fairly difficult to land with the knowledge that you would never again get to do something as amazing spaceflight.

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