Stephen Hendrickson Jr. painfully recalls the last conversation he had with his uncle Ben—As the World Turns star Benjamin Hendrickson—about a week before the actor committed suicide at 55. "He was being very fatherly to me," says Stephen. "Then he said, 'Stevie, this is a real bad one.'" Hendrickson was referring to his latest bout with depression. "He struggled with it. He had therapy," says Stephen, 38, a pharmaceutical company vice president. "[But] we didn't know this was going to happen." On July 3, police say, Hendrickson fatally shot himself in the head in bed at his Huntington, N.Y., home.

To his colleagues on World, where the Juilliard-trained actor won a 2003 Daytime Emmy as Hal Munson, the lovably gruff chief of detectives he played for 21 years, Hendrickson's death came as "an incredible blow," says executive producer Christopher Goutman. "His character was the heart and soul of the show." Benji, as he was known on-set, "had a wicked sense of humor," says his TV wife, Kelley Menighan Hensley. "He was very gentle. He felt things much deeper—the good and the bad—than most of us."

Still grieving the loss of his older brother Stephen (Stephen Jr.'s father), who died from a brain tumor in 1996, the unwed Hendrickson also never fully recovered from his mother Edith Macy's death at 86 in a nursing home six years later. Police say prayer cards from Macy's wake were strewn on Hendrickson's bed when he shot himself. Says Stephen Jr.: "He was her caregiver. It hit him really hard. Loss in general was overwhelming to him. Those losses added up."

Mounting health problems also hindered his beloved golf game. "Grief seems to permeate my whole existence," he wrote in one of about a dozen different suicide notes to relatives and close friends. Yet Hendrickson's warmth and wit shone through even as he planned his demise. Listing "three good things" along with 21 bad things about himself, he wrote: "1.) I have a good heart; 2.) I used to have a spectacular 8-iron; and 3.) I mean well, and have tried to be a good son, uncle, brother and friend."