I don't have a link but I heard Bam Margera talking about how Steve O litterally parties all day everyday. Doesn't matter what day of the week/year or what time he's always getting fucked up.
Really though, if you're a depressed/suicidal person to begin with then you fall in to a bunch of money then I can see how anyone would turn out like that.
Fun fact about Steve O: My brother was in a frat over at Washington State University and said that Steve O came to visit someone over there and got busted for doing coke and ended up getting one of the frats shut down for it. This was back in either 2001 or 2002.