Depression is damn near impossible to understand for those not suffering from it. They'll say, "Cheer up, pull yourself together, look at all the blessings in your life," as if someone caught in a downpour will feel cheered by the fact that the sun will come out tomorrow. But what if the rain doesn't stop for a week . . . or a month? And what if — and this is the conclusion the depressed mind jumps to — the damned rain never stops?

Danish director and art-house provocateur Lars von Trier has, by his own admission, spent the past few years struggling with the black dog: clinical depression. His last three films, it seems, have been designed to make his audience suffer through it with him.

Von Trier's so-called depression trilogy — beginning with "Antichrist" (2009), followed by "Melancholia" (2011) and this year's two-part film "Nymphomaniac: Vol I & II" — is all over the map stylistically, but it's quite consistent structurally: heroines suffering from mental illness while friends and family make futile attempts to deal with it.