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Here are seven recent research studies - largely about the effects of early life adversity on adult psychological health (although I've slipped in one I find important on the prevalence & effects of subsyndromal/subclinical symptoms).  The last two papers touch on the truth or falsity of Nietsche's famous saying "What does not destroy me makes me stronger".

Here are a couple of studies on the prevalence of depression and anxiety, and four on risk factors for depression, bipolar disorder and suicide.  Strine et al report on a major survey of depression and anxiety in the United States.  They found "The overall prevalence of current depressive symptoms was 8.7% (range by state and territory, 5.3%-13.7%); of a lifetime diagnosis of depression, 15.7% (range, 6.8%-21.3%); and of a lifetime diagnosis of anxiety, 11.3% (range, 5.4%-17.2%)."  Smoking, lack of exercise, and excessive drinking were all associated with increased likelihood of mental disorders, as too was physical ill health.  Young et al, in a separate study, looked at the likelihood of depression and anxiety becoming persistent.  They estimated - at nearly 3 year follow-up - that the US prevalence of persistent depressive or anxiety disorder was 4.7%.  Only about a quarter of these sufferers were using appropriate medication and only about a fifth appropriate counselling.