I don't know how common it really is but one thing I noticed was that anxiety and depression would kick into high gear without the alcohol. It was almost like take the alcohol away equated with the mind sending in all the anxiety and depression it could come up with. No one wants to feel lousy so the natural reaction was to send down more alcohol to put those issues to rest.
I found that if you have those issues to begin with alcohol will make them much worse, if you didn't have them alcohol can cause them to develop. The catch-22 part of it was the alcohol at first seemed to ease all those things, until it wore off anyhow when all of that got slammed into overdrive. I often wonder how many people fall for that same trap.