I’ve just found an interesting letter to the British Journal of Psychiatry by A. J. McBride who noted the high level of mental illness in professional comedians.
Perhaps most well-known is the British comedian Spike Milligan who suffered from bipolar disorder and was frequently admitted to hospital.
In fact, a ward at the Maudsley Hospital in London, where he was admitted at least once, was opened by Spike. A plaque still commemorates the occasion.
The letter in the BJP was a comment on an earlier paper that noted the exceptionally high level of mental illness among jazz musicians.
Link to BJP letter on mental illness in comedians.
Link to BJP paper on mental illness in jazz musicians.
Mind Hacks 
It runs even deeper than this, I think; comedians not only (may) have higher rates of mental illness, but I think this causes, or is caused by, higher empathy. I’ve noticed that the most popular comedians of today differ from those of the past in that they reference themselves in the comedy. Not in a Jackie Mason sort of way (“I was on the psychiatrist’s couch…”) but referencing the act as if they are watching it like an audience member (e.g. Mitch Hedberg: “that joke didn’t make any sense…”)
I take this as a sign that the comedians unconsciously understand that the audience, narcissistically, isn’t satisfied with being simply audience; they want to be part of the act, and these comedians tap into that, and bring the audience in.
Unfortunately, this ability to key into a cultural zeitgeist probably means more suffering for them. Mitch Hedberg died of heroin overdose.
More here: http://thelastpsychiatrist.com/2006/12/comedians_tosh_gaffigan_and_he.html
It is an interesting piece of information.
(Haven’t yet though read the fulltext)
Brings to the mind Charlie Chaplin’s mother, who suffered from schizophrenia. And Kurt Vonnegut’s account on his son’s mental breakdown: http://books.guardian.co.uk/reviews/biography/0,,881628,00.html