WW1 is the primary focus.
As a clarification on your question. How would you distinguish between a fatality and a suicide, when the simplest form of suicide would be intentionally getting yourself killed? For example, simply standing up in some areas would be an almost certain death by enemy snipers.
Follow up question:
What was the punishment (if any) if a soldier was unsuccessful in his suicide attempt?
Ok, a bit more on suicide in the trenches. I concur that it's difficult to find source material on this. I'll try to show you what we can scrape together and, through that, perhaps illustrate why this is so hard to answer.
Veterans suffered from their memories of the war and took their own lives. From the New York Times we can see that veteran suicides were a serious concern in the US after the war, rising to at least 2 a day at the time of this article's publication in June of 1922. Less official looking (but the site seems to check out) is this account of Capt Guy Warenford Nightingale who took his own life in 1935 for reasons seemingly credited to his war experiences.
Likewise, we can draw from contemporary non-historical sources like "Suicide in the Trenches" by Seigfried Sassoon. Published in 1918, this poem tells of a young man who "In winter trenches, cowed and glum, \ With crumps and lice and lack of rum, \ He put a bullet through his brain. \ No one spoke of him again." Sassoon's own WW1 experience and the publication date of the poem suggest strongly that suicide was a significant issue in the eyes of the men who served in the trenches but also hints at a culture of silence with respect to the same.
That culture of silence is confirmed in other, non-artistic sources as well though these are ahistorical^1 by nature. Consider this article from the Brimingham Mail, dated July 26, 2014, which relates the uncovered heroism of a WW1 captain when his grandaughter found his medals.
My father was 22 years old when his father died and was serving in the army in India,” she said. “He never spoke about Captain Walford because the stigma of suicide was so huge at the time. It was the big family secret.
Long story short, there was a real stigma around suicide in the early 20th century and there were a lot of people with a lot of incentives to make suicidal soldiers go away. That is not to say that there was a concerted effort to cover suicides up, but the militaries had little reason to discuss suicides as a problem given the state of morale in the trenches, the civilian governments had little reason to discuss it given the difficulties with conscription, and the families of the dead had little reason to wish to remember their fallen sons and fathers as anything less than heroes.
Perhaps that's why David Noonan's work "Those We Forget Recounting Australian Casualties of the First World War" required such a deep dive into Australian WW1 records to extract meaningful data. While Noonan's scholarly work is behind a paywall and I don't have access to it, he wrote a brief piece for the Sidney Morning Herald which gives us some data to work with. Of the 376,000 men with digitized records n the National Archives of Australia, only 308,000 actually made it to a theater of war. Records show that about 62,000 of those 308,000 were hospitalized for "shell shock." Of the soldiers that survived combat, approximately 550 took their own lives, though, again, Noonan notes that these were mostly between 1919 and 1920 - after the end of the war.
With suicide so commonplace in post-war rememberings and experience, you're right to assume that it should have been as much of, if not more of a problem during the war. Unfortunately, it seems that figures on suicide rates in WW1 are likely impossible to obtain and, even if obtained, difficult to trust. At best we could hope to establish a lower bound but, with no one incentivized to keep good records and all the opportunity in the world to throw one's self into mortal danger, doing better than that would require more intimate knowledge of the lives of individual soldiers than history will afford us.
This is one of those things - it's easier to take an individual case of suicide and declare "this is because of his experiences in the war" than it is to take suicide trends and declare that they are all because of their experiences in the war (which is what I think you're asking for). Emile Durkheim's theory on suicide (social integration) is that suicide rates are in great part dependent on society at large, and society's attitude towards suicide.
Writing in the late 1800s, he declared that the total subordination of the individual to the group present in the modern military created what he called "altruistic suicide" - in which a poorly-functioning member of the military kills themselves to benefit the overall fitness of the group.
A paper by two Canadians tracks historical attitudes towards military suicides. During the early phase of the First World War, they say
"many military leaders and doctors believed that suicidal soldiers were predisposed to suffer from depression and delusions due to hereditary weakness and innate cowardice... armies tended to treat soldiers who attempted to kill themselves as deserters."
So the jokes by other posters in this thread are not entirely incorrect. But by the late period of the war, perhaps from 1917 onward, people were much more aware of the war's psychological effects and trauma. There was a growing sense towards the end of the war that suicides were not simply cowards, and there was more sympathy.
In the case of Lt.Col. Sam Sharpe, who killed himself in 1918 once he had returned to Canada, the paper says that the Toronto Globe reported that "he gave up his life as truly 'on the field of honour' as if he had fallen in action".
In terms of rates of suicide, It appears that it depends on what war, in what country, among which people.
A study of the Second World War found that among Scottish people,
"the likelihood of suicide ... was higher than during both the pre-War and post-War periods".
This takes into account a long-term declining trend in suicide in general in Scotland. In addition, it seems the greater availability of guns (and especially explosives) shifted the method of suicide during the war.
And another study of the first world war's effect in Ireland found that the overall rising trend starting in the 1860s was punctuated by a sharp decline during the war years.
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