Yes, this happens to me often. It seems like the happier the experience the worse I end up a few hours after. I went to Leeds the other week to meet a friend, had a great day but as soon as I was on the train back home I ended up almost breaking down. Got home, went straight into bed and just led there for several hours wanting to end it. The following day was worse, I ended up making plans but was talked out of it by some good people on here.
I think It's a case of low self esteem, I don't feel like I'm worth anything so when something good happens I feel like I didn't deserve it.