The most obvious title that comes to my mind is The Virgin Suicides by Jeffrey Eugenides.
The book was published in 1993, and was made into a film in 1999 by director Sofia Coppola, and stars some pretty big names including Danny Devito and Kirsten Dunst:
Another book that was later turned into a movie that you might want to check out is Girl, Interrupted.
It's based on the memoirs of a Susanna Kaysen, and her experiences of undergoing psychiatric treatment for borderline personality disorder.
The plot touches on a number of themes, including suicide.
Book and movie recommendations aside, where does the fascination with suicide and self-harm stem from?
Some people reading your question might be a little concerned, but as a recovering-Goth I can certainly appreciate that darker themes like suicide and depression make for entertaining and compelling books, records, and films.
I hope that's the angle you're coming from too.