Is he from America? Is that why he thinks it will make him feel better to be in America? I don't guess you have been able to check his apartment to see if his clothes and suitcases are gone. It looks like you are going to just have to tough it out until he shows back up. Sounds like it would be a good idea for him to see a doctor regarding his depression. Might help more than going back across the ocean. I hope he shows up soon so you don't have to keep worrying.
Gayle