The other answers are valid, but there are physical "nerve" events taking place causing many of the symptoms of mood disorders.

The brain is a factory of chemical production, and when the brain reaches a chemical equilibrium (i.e. no pain), then it knows which chemicals to produce/release in what quantities to have this positive effect.

What causes a nervous breakdown is the brain being unable to discover the correct chemical combinations to relieve the problem and bring the brain back to stability, so it pretty much releases all of them. The major player is adrenalin, which is the chemical equivalent of a Marine Drill Sargent at 5AM. Adrenalin quickly heightens all of the senses, creating the famous "fight or flight" sensation. If a person were to have this sensation frequently, your "nerves" will simply become more and more sensitive, your survival instincts will become very "sharp," and before long, a simple knock on the door or a phone ringing will activate an intense survival response.

One solution to a nervous breakdown is to put yourself in a situation where the chemical imbalance is appropriate, such as spending the day riding rollercoasters, or skydiving - this will "exercise" the sensation of relief.