Talk, and reap the consequences.

The way most people react when they see people acting depressed or purposely secluding themselves is to let them be. I know, because I've been on both sides of that picture. I've watched as other people shut everybody else out, and I've done the same thing myself. So I can say from experience that when I looked like I shut people out, I wanted people to talk to me. When I was in that mindset, I was in a period of testing people. I was trying to find out: Who actually cares? Who notices? Who will take the first step towards me? Because people tend to be too respectful of the way things look, depressed people get left to themselves.
I don't think that should be the way things happen. At the very least, we should make an attempt to see if people in a state of being down want to talk about it with us. In my life, I've chosen to risk being rebuffed for the chance that the people I see being sad need somebody to talk to. Does that make sense? It would be better to be rejected while trying than to never try and have wasted a chance.

Here's a poem that kind of addresses that topic:

Nobody knows who I am within;

What kinds of doubt and fear reside

Beneath my actions, or their origin.

Inside, so many dreams and wishes died.

If opportunity does come,

What will happen?

Will I go numb?

Or will I take it? What then?

Uncertainties rule

In my life, and I’m a fool.

Why can’t I turn this around?

Will I always be lost, and never found?

I can’t count the cost of happiness;

Conquer the darkness that leaves me with less.

People look, but never address the real problems

Or the aloneness that condemns

Me to live this life.

Inside, there’s a knife

Cutting deeper and deeper,
And a road, getting steep and still steeper.