all jokes and exagerations aside...now for the serious response:
im sorry your gf is having problems. be a classy gentlemen (as you should always be in your interactions with EVERYONE- but most people, men and women, always seem to forget).
but be this classy, carying gentlemen, without letting it wear on you! depression and negativity is a disease, and a very contagious one. it will be very easy to let her bring you down. that will just make both of you sad instead of bring her out of it.
its not about sympathy. its about being a strong, and individualized "man", while still letting her know you care.
its a very tricky balancing act, and depending on how close you are with her, may not be doable, or even worth it.
remember, at the end of the day, you have yourself, and your perception of reality. stay strong, stay happy, and most of all, remember it is not your FAULT, nor your RESPONSABILITY, to deal with anything that you dont want to deal with. you are both adults.