Well I'm Catholic, so I'm going to offer this to you from that perspective. While I understand the tenets of many other world religions, having never experienced any of their spiritualities, I can't comment on them.
A big part of Christian spirituality is feeling joy even while in pain, and of finding hope even when there is no reason to hope. In the Book of Job, Job is tested in his faith by having almost every suffering in the book thrown at him. Christian martyrs were known for embracing their martyrdom. Catholicism teaches us to find joy in suffering (St Theresa of Avila, Doctor of the Church, said 'Lord, either let me suffer or let me die'). These are all spiritual tools 'installed' at a young age. They are installed via phrases our parents and community member's mention and bring up children in. Things like 'God sees all', whenever someone is slighted, or 'just pray' (which I know drives some people here nuts).
Today, such practices are often criticized. Mother Theresa is currently castigated for this aspect of Catholic spirituality, mainly by a society that sees any problem as fixable with just the right 'stuff'. A lot of the confusion in this thread is from people whose own views were challenged by this story. The story fit none of their preconceived notions of what causes drug abuse and none of their 'stuff' (policy solutions, chemicals, etc) could clearly fix it. However, such practices are vital.
I'll give you an example. My wife and I lost seven children before birth. Now, this is a very traumatic experience, especially with not having had any children before that. I'm not going to claim I'm a great person, or even a great Catholic. I was angry at God, upset with the church, mad at life basically. I stopped going to mass for several months (as did my wife). We basically lived alone, and cut off all friends / community. These are unhealthy reactions. Things changed when a deacon who I was friendly with told me to go to confession, and to embrace the cross God has given. Broadly speaking he was correct. The basic part of Christian hope (that by our continued suffering, God will save us) was absolutely vital. After seven miscarriages (some very late), no medical answers whatsoever (all doctors were stumped, nothing wrong with either my wife and I after many tests), my wife and I fought all the time. We frequently had thoughts of suicide, etc. Many today would suggest a therapist, but confession and meditative prayer helped more.
Church teaching on suffering gave me a purpose. Catholics believe that in our moments of suffering, we are taking on the cleansing of the entire world. By offering our sufferings to God, we make the world a better place. Such a thing probably sounds ridiculous to many non-Catholics, but this process of taking the worst possible outcomes and believing that such a thing actually serves to help others and your community really helps when you're feeling down.
It's very difficult to explain. Confession for me broke the cycle of despair. I'd go almost daily at the beginning, half the time just to talk to someone else in confidence, and tell him that I hated and cursed God (which was my main sin at the time). I don't think any therapist could substitute here, since a therapist could potentially encourage me to distance myself from God, and certainly wouldn't speak on behalf of God, but the priest would. For example, when I confessed hating God and despising him, the priest told me that's okay, because God loved me still anyway. Was that frustrating to hear? Yes... but ultimately it's true. From that it transformed into meditative prayer (i.e., praying the Jesus prayer while walking... this is a common Orthodox practice). From that into asking God to accept my own personal trials as penance for the world. And from that, I started feeling better about my own place in the world and in fact, I found that I was being pulled to do good for other people, which helped provide meaning. Eventually, we did end up having living children, which was also nice, but these experiences have stuck with me. Again... I'm not a perfect Catholic. My confessions are still littered with all kinds of sins (and sometimes very serious ones), but just knowing what to do when things go bad is important.