Well, the most important thing is to "normalize" what they are feeling. Let them know that everyone feels that way at some point in their life, and that they aren't alone. I remember I had a friend in college and her and her husband had a baby who was born with a heart defect and only lived until she was 6 months old, but if you ever asked them about it, they would smile and tell you that she was an angel sent to repair their troubled marriage. That it taught them what was really important in life and that without her presence, they would have been a split family for their second baby who is a happy and healthy 2-year-old.
Sometimes adversity in life happens for a reason that you can't see while you are in the midst of it, but later in life good things happen as a direct or indirect result of that adversity. If you didn't lose your job, you might stay somewhere because it's comfortable and miss out on a great opportunity. If you didn't go through that horrible breakup, then you might not have met the right person, etc.
Just keep a good attitude and remember brighter things are on the horizon. If they have been through something like a death or a disease, join a support group. Being with others dealing with the same thing is extremely comforting.



