I have personally seen people become dependent on nitrous oxide. Take it away from them and they have no problem stopping, though.

Money + no responsibilities + nitrous shipped to your door is a very very very very bad combo for some people.

I've personally used all of those substances without having mental breakdowns and know many people that have as well. But I do know people that have went down dark paths with nitrous. More intense than the worst alcoholism, imo.