Moon Knight faces multiple identity disorder even before the arrival of Egyptian God Khonshu, who brings back the mercenary, Marc Spector, to life and later becomes The Moon Knight, Khonshu's Avatar. On top of all this he now also talks to a Egyptian God which gets him all confused.
Classic Case Of Depression
After not hitting the chest instead of Thanos's head, Thor went in a serious depression, self-doubt and his anxiety pushes him to playing games as a form of escapism, he even felt ashamed of facing his mother when went back in time to retrieve the Aether.
What Actually Made Hulk?
Hulk is not just a mutation by accident but also born from Bruce Banner's childhood abuse and trauma. Hulk is a manifestation of Bruce Banner's preexisting mental health issues. Banner once confessed that he is always angry, and this is what caused the mutation to transform him in to a green angry monster and not something else.
MCU's Own Hitler
Thanos doesn't look mentally ill, but he is and instead of harming himself his mental illness harms others, millions and billions of others, much like Hitler. His hunger for power and do what he thinks is right wiped out half the universe, only love he has is for her daughter Gamora
Tony Stark is no different
His kidnapping in Afghanistan leaves behind scars that go way beyond the arc reactor in his chest. After the Battle of New York, he is haunted by the visions of what he sees in the portals, and his worst fears are exploited by Wanda Maximoff in The Age Of Ultron
Parents, Brother, Lover All Dead
Wanda saw her parents die, saw her brother die, saw her 'Vision' die and finds out she is the 'Scarlet Witch' destined to be the destroyer of the world. And on top of this, she has a Chaos magic that turns her delusion into reality, refusing to accept reality.