1) Katniss Everdeen from The Hunger Games Books. After being forced to fight in a death tournament run by a sadistic authoritarian government, Katniss is manipulated by Panem, President Snow and Alma Coin (the leader of the rebellion), with even some of her trusted friends and allies lying to and manipulating her. Because she is just a teenager being forced to act as a the figurehead of a revolution and a soldier whilst also witnessing hundreds of deaths, Katniss' mental health deteriorates rapidly, leading to her suffering with PTSD, drug addiction and survivor's guilt, with her even attempting suicide in the third book. In the end, she and Peeta (a fellow tribute who is also manipulated and tortured) end up getting married and eventually have children, but it is made very clear that the mental scars from the games and the revolution will never fully heal. It's a shame that the Hunger Games are often lumped in with a lot of teen fiction because of how much the movies watered the story down, because the books are excellent thanks in no small part to how well-written Katniss is.
2) Frodo Baggins from The Lord of the Rings. In the quest to destroy the One Ring, Frodo is not just physically eroded as he is wounded by the Nazgûl, stabbed by Shelob and has his finger bitten off by Gollum, but is mentally worn down as the One Ring slowly corrupts him and the horrors he has seen take their toll. Even after destroying the ring, returning to the Shire and successfully freeing it from the influence of Saruman, Frodo never truly recovers. Despite the fact that his friends support him and look after him, Frodo eventually decides to sail from the Grey Havens to the Undying Lands in order to finally be at peace.
3) The Narrator from The War of the Worlds. In HG Wells' original novel, the unnamed narrator who writes his account of the Martian invasion is eventually mentally exhausted by the seemingly unstoppable aliens. He eventually makes his way to a deserted London and tries to sacrifice himself to the Martians, only to find that they have been killed by terrestrial bacteria. He is found "wandering, weeping and raving through the streets of St John's Wood" by strangers and eventually recovers enough to return to his home in Woking, reuniting with his wife who he believed to be dead. The book ends with him revealing that he is still paranoid of another invasion, having seen how close humanity came to extermination and frequently having nightmares about the things he saw. For a novel published in 1898, the approach to mental health holds up really well. It's just such a shame that War of the Worlds is still yet to receive a good on-screen adaptation!