Living at high altitude could increase people's risk of committing suicide. Researchers from the University of Utah studied suicide rates in different US states. Those with the highest average altitudes - Montana, Idaho, Wyoming, Utah, Colorado, Nevada, New Mexico, Arizona and Oregon - were all in the top 10 for suicide rates. Although these states both have high levels of gun ownership and sparse populations (both risk factors for suicide) this did not explain the whole of the increased rates of suicide. A similar study in South Korea found that suicide rates increased by 125% in areas over 2,000m in altitude. Other research has shown that lack of oxygen at higher altitudes can lead to worsening mood which can last for up to 90 days - something which might be significant in people already suffering from mood disorders.
You can find out more about this research by clicking on the link in the title of this post.