Due in the morning...
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Somehow I don't think Curly's been too affected by the depression. He lives on his father's rancg, he pays no room and board, and his wife is taken care of as well. As far as being a victim, I only see him as a victim of his own circumstances; he spoiled, arrogant, and has a inferiority complex with his wife (something that may have to do with his money, I mean look back at the reasons she married him!).
I suppose Curly might have had a hard life behind the scenes but we are never given any indication or evidence for this. As far as we see, Curly is a nasty entitled guy with a bad case of small-guy complex.