Sad friends you wish you could help.

What are you supposed to do to help a friend when he's extremely depressed and done with life? You don't want to be happy around him because then he feels worse and you wish you could help but don't know how. He tries to help others but only ends up getting hurt himself and all you can feel is sadess that one of your strongest friends is so vulnerable. Ever have a friend like that cause I do.....
When I talk to him I see a very kind but obnoxious person. When you really get to know him you see a dark scared guy who wishes life was better. He's always thinking about dark and death and though it may be very appealing to me sometimes it can be a little scary. I really wish I could help him though I don't know how.