Suicide in Jewish law is a very serious offense. The Talmud says, "For him who takes his own life with full knowledge of his action [the Hebrew word is b'daat] no rites are to be observed. . .There is to be no rending of clothes and no eulogy. But people should line up for him [at the end of the burial ceremony] and the mourner's blessing should be recited [as the family passes through] out of respect for the living. The general rule is: Whatever rites are [normally] performed for the benefit of the survivors should be observed; whatever is [normally] done out of respect for the dead should not be observed."
Jewish law does not, however, place all suicides in the same category. One category of suicide, as stated above, includes those who are in full possession of their physical and mental facilities (b'daat) when they take their lives. A second category includes those who act on impulse or who are under severe mental strain or physical pain when committing suicide. Jewish law speaks of an individual in this second category of being an anuss, meaning a "person under compulsion," and hence not responsible for his actions. All burial and mourning rites are observed for him.
The first anuss in Jewish history was King Saul, who, after being defeated by the Philistines on Mount Gilboa, realized what would have happened to him if he were taken alive. He therefore impaled himself on his sword (I Samuel 31:4). This action gave rise to the expression anuss K'Shaul, meaning "as distressed as Saul."
Consequently, Joseph Caro in his "Code of Jewish Law" (Shulchan Aruch, Yoreh Deah 345:3) and most authorities of subsequent generations have ruled that the majority of suicides are to be considered as distressed as Saul and as having acted under compulsion when taking their own lives. As such, they are not responsible for their actions and are to be accorded the same courtesies and privileges granted the average Jew who has met a natural death.
Source: Kolatch, Alfred J. The Second Jewish Book of Why. Jonathan David Publishers, Inc.; Middle Village, New York, 1985.