Mosiah 25:16 "And he did exhort the people of Limhi and his brethren, all those that had been delivered out of bondage, that they should remember that it was the Lord that did deliver them."
Remember that it is the Lord that delivers us from bondage, and once you are delivered from bondage, do not forget that it was the Lord who delivered you. This is true for temporal bondage, as well as spiritual bondage. This isn't to say that we don't have our own part to do. We need not only faith; we need to work. Doing our part to free ourselves from bondage, whether through repentance, making debt payments, finding appropriate representation, etc., is requisite to God doing his part to free us.
The gospel is a gospel of work, of us learning, and growing. We don't grow from being bailed out every single time we're in trouble. If we were we'd all be spoiled rotten brats.
Our Heavenly Father will supplement our efforts with his efforts. He will give us peace and help us to find and use the tools he has provided to set us free.
That being said, there are situations that some are not freed from. Some of those are consequences of our own actions, and some are from circumstances beyond our control. Others are the result of tyranny, such as during the holocaust, the Rwandan genocides, or any number of horrible things that happen in our world. In those situations the Lord can provide peace to the heart and mind, and he will punish those tyrants for their sins against the people. Many times the peace the comes for people in those extremes is an end to suffering. I really don't want to go further into that right now. These situations are too painful, and unimaginable for me to ponder too deeply.
For those in other anguish, such as depression, and abuse remember that the Lord is the one who can, and will deliver you. Be sure to do your part, which is using the tools provided us, i.e. medication, therapy, friends, spiritual leaders, legal authority, etc. It may be a hard road, but remain faithful and you will find peace.