One of my idiot masons fell several stories from the top of my magmaduct and shattered both his arms and a leg. No one would go out and rescue him so he sat around starving and dehydrated for a few months. I eventually noticed him still sitting there and finally realized that he was stuck in a tree! Lol! So I built a little floor bridge over to where he was and he limped off to the hospital.
The poor guy was really traumatized by this whole ordeal, however, and went insane shortly after being committed to the hospital. So I started him on some therapy sessions. First he met with my friendly fortress psychiatrist, a stray black bear who happened to get locked in the hospital with him.
After the longest time of him crawling around on his one good leg chasing the bear, he and the bear got into an epic wrestling match which lasted for several months!! Both of them lost consciousness tons of times, but the fight finally ended when the mason kicked the unconscious bear through the head.
The insane mason's therapy continued as I dug out an arena mental ward just for him. First, I pit him against two cougars. He grabbed one by the tail and shook it around until it bled to death. He then passed out for a long time while the other cougar shook him around by the head!! In the end, though, the cougar did surprisingly little damage and the fight continued. At some point my Captain of the Guard walked by the open pit which I used to drop in therapists and he fired off a couple well placed, therapeutic... um... crossbow bolts. The mason didn't take to well to the Captain's therapy and started bleeding profusely. He still fought on though, biting, kicking, and scratching the poor cougar from one side of the mental institute to the other, until finally, he gave in to a mixture of blood loss, exhaustion, and massive bruising to basically every body part.
So in conclusion, unless you have a whole bunch of extra bears and cougars hanging around your fortress, the best therapy for your mentally unwell dwarves remains the liberal application of crossbow bolts.