1. Talk to them about it. Let them know that you are there for them and that you know it's not their fault. If they trust you, they are more likely to try and talk to you if something is wrong.
2. Seek professional help. Someone who knows what they're doing will surely know what to do to help that person.
If you're talking in more of a broader sense, as in saving people who you don't know and preventing future tragedies, the best we can do is to spread the word. With more information about mental disorders out there, there is less blaming the victim and fewer tragedies happening.
I've been talking to more people I meet about their problems and telling them to seek help.