I don't think Emergency Rooms are licensed to dispense medication (for anyone to take home.) The best they might be able do is give you a prescription that you would have to get filled somewhere else. I think there is a chance if them doing that, if the item is not a narcotic.

A lot of psych meds are toxic, and even lethal, in overdose. The hosptal has real concern that they don't want to be providing someone with the means to enable suicide.