This research, from Analytical Psychology and Archetypal Psychology constructs, presents a theoretical analysis about loss experiences, concrete or metaphorical, that occurs daily, the symbolical deaths, followed by mourning, a psychic work of presence deconstruction and absence reconstruction, a process of transformation; experiences known as 'depressions' in the common sense. The term 'depression' here refers to the affects related to those losses, followed by its elaborations, rather than to the disorders classified on the Diagnostic and Statistical Manual of Mental Disorders (DSM) used by Psychiatry. The observation of the so called phenomena of 'depression' and this theme analysis on author's private clinic have motivated the reading of the themes death and mourning in the academy and in literature, and the execution of a mythic-symbolical amplification of the contents in contemporary movies (Chinese Take-Out, Black Swan, Tangled, All That Jazz and Departures). To understand the 'depression', beyond psychiatric pathology, as a 'soul's dark night', a journey into the Underworld, an introspection and internal world access possibility, a self-knowledge opportunity and a necessary experience for self-transformation over life's different times, it is necessary to link these experiences to the archetypal unconscious processes constituents of our psychics. In each movie, a character was chosen and he/she was respectively paired to one of the following greek divine themes: Cronus, Demeter, Persephone, Dionysus and Hades. A character illustrates a dominant behavior pattern referring to loss experience, differentiating those vital transformation experiences as archetypical expressions of several symbolical death and mourning models.