I don't think Dillon plays the character depressed, but the story is depressing ... it's the long slow descent of an alcoholic from functional to skid row.
well to my knowledge they have all been released on dvd for more than a year.
saw factotum just now, really enjoyed it. maybe it helps if your interested in bukowski. but even if you havent read any of his stuff it's still a good movie with some great dialogue and good pacing