What's happening to Murph is also happening to Matt Johnson, another former NHL'er. See attached link. Their stories have been chronicled up here for a while and it's good to see them filtering down to the US. We have a family connection to Johnson so his story hit close to home.
I don't know if the post-NHL lives of Murphy and Johnson are a result of the concussions, or if there was always a mental illness there, but their stories are compelling and tragic. There are documentaries on TV up here about both players. They might be available on line. Really hearth-breaking to watch.
PS. Not to be picky, but I don't think Murphy and Gretzky ever played on the same team. Gretzky was traded to LA before the start of the 1988-89 season and Murphy didn't get traded to Edmonton until the 1989-90 season.
Link: Searching for Matt Johnson