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This is a great question! The National Council for Behavioral Health teaches a Mental Health First Aid  course that outlines a crisis intervention action plan, guided by the acronym ALGEE.  ALGEE stands for: 

Assess for risk 

While it can be challenging to directly confront someone about difficult topics, it is important to directly ask about self-harming behavior, and not shy away from the topic.  Do not be afraid of directly asking, "Are you thinking about harming yourself? Do you have a plan?"  These questions can save a life, and help you better understand the severity and urgency of a situation. 

Listen nonjudgmentally

Let the person know you are concerned and willing to help, and discuss your observations with the person.  Do not express negative judgement, and separate behavior from the person (i.e., not - "You are a drunk," but "I see you drinking excessively and it worries me."  The individual's behavior is not who they are; it is an expression of an unmet need. Try to use "I feel" statements to present what you see in a way that isn't attacking or blaming. 

Give reassurance and information 

Treat the person with respect and dignity, and try to share pertinent information.  

Encourage appropriate professional help 

Identify potential professional help that may be available, such as doctors, psychiatrists, mental health professionals, peer specialists, teachers or guidance counselors, crisis hotlines, and other professional supports. 

Encourage appropriate self-help

Speak with the individual about appropriate self-help, such as support groups, family, friends, and faith networks, Al-Anon or Al-Ateen, exercise, relaxation, meditation, and other self-care practices. 

As a starting point, these points can be a touchstone to return to in a difficult situation.  From the perspective of what does Judaism have to say about this, I like to turn to turn to a text from the Talmud (Bava Metzia 84a) to approach this question.  In the text Rabbi Shimon ben Lakish has passed away, and Rabbi Yochanan, his chevruta, is extremely distressed.  The text explores various ways Rabbi Yochanan's colleagues attempt to comfort him, ultimately unsuccessfully.  To me, this text raises a couple of key questions:  What did Rabbi Yochanan need, how did his community respond, and how could they have responded differently that might have better supported Rabbi Yochanan in his distress? How does this relate to how we support individuals and families in their struggles?  What are our automatic reactions, and are some support options more difficult than others, and thus we shy away from them?  There aren't answers in the text, but it provides a lens to explore how exceptionally challenging it can be to appropriately support someone impacted by mental illness, and how often we revert to easier, but perhaps less effective, methods because of our own lack of understanding of that distress. 

This is a very important question. Trying to determine how to take action when someone you care about is exhibiting behavior that causes you to worry or fear for their safety can be daunting. 

Miriam and Jory have given some great advice and resources in their replies so I'll just chime in here with a few comments and links.

Here are two good links that describe the warning symptoms for mental health issues and addiction:

NAMI's Know the Warning Signs

NIDA's Signs & Symptoms of a Drug Use Problem

NAMI has some excellent practical advice for supporting someone during a crisis and for the long-term that can be found here. For direction in helping a loved one with substance use disorder, Al-Anon has a section on their website titled "How do I help my Alcoholic Family Member or Friend," that has specific strategies depending on the relationship (partner, parent, child, etc.).

Self-care is paramount when helping a troubled family member or friend. You can't effectively help others if you're depleted. Know when you need to step back, don't be afraid to seek professional help for yourself, and check out ongoing support groups.

As far as Jewish-specific suggestions, local Jewish Family Services agencies can be a wonderful resource for counseling and/or referral services to the most appropriate help. 

There is a component of spiritual depletion in these illnesses and also in caregiving. I've found it helpful to seek out comforting Jewish texts and prayers. These will be different for everyone. For me, certain Psalms (Tehillim) speak to me in troubling times.

I'll end with a quote from Rabbi Schneur Zalman of Liadi: 

"A little bit of light dispels a lot of darkness" - Tanya, Chapter 12. All we can do is try our best to bring some light and help to the situation.