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To begin, the most prominent of these cases would be the character Heathcliff. He is a character that lost himself in a world of hatred and cruelty that he is unable to bring himself out of, and in the mix, drags every character in the novel down with him as well. Depression, in definition, is a disorder that affects your daily activities, thoughts, emotions, and affects the people around you. Heathcliff can never break the state of sadness and absolute madness that he is constantly entrapped in, and even when his love Catherine tries to break him of these constant thoughts and emotions, he slips right back into the hellhole that he lives everyday. Heathcliff references that his life is unworthy of living anymore towards the end of the novel which also connects him to being depressed. "I am persuaded he did not abstain on purpose- it was the consequence of his strange illness, not the cause." Heathcliff's life was ended by the depression he suffered, and the house keeper "Nelly," was completely aware of this, as towards the end of his miserable life, he refused to eat his meals and lived more of a man without a will to live than displayed before in the novel.
Even the character Catherine shows signs of depression, as whenever she marries to Edgar Linton she becomes very unsatisfied with her life. She is unable to fully describe her passion towards her love Heathcliff anymore, and unable to roam in her free spirit as she normally did growing up. Catherine thrusts herself into a life that she is unsatisfied with, and through that becomes a character influenced by her depression, which ultimately causes her lack of desire to live and her death.
In the end, depression as it would be coined today, plays a prominent role in the entire plot of the novel. It is what ate away at these two character's lives, and ultimately, inflicted pain on every character in the novel, and caused each other's deaths.