You need to step away for a bit ...
You're not her problem. Her problem has more to do w/ her lack of self esteem and lack of effective coping mechanisms than it has to do w/ you. My guess is she had these problems long before you two started dating.
You need to point her in the direction of professional help. Her parents, some sort of counseling, a doctor ... Anything. If she refuses to get help, i'd refuse to have anything further to do w/ her. I know it sounds harsh, but she's on a downward spiral, and if you hang on for too long, she's going to take you w/ her.
... I've been there. I've had help offered to me and refused it. I had to move out of my mothers house b/c i wouldn't take my medication or go to counseling. My family couldn't take watching me slowly killing myself inside and this was their ultimatum.
If she chooses to get help, support her. And good for her. Congratulate her. Getting better is hard work. If she chooses not to get help, how willing are you to sit by and watch this?
This is not your fault. I promise you that. The best support you can offer her now is in getting her professional help.