In a sister reply apparently it's not hard to get mental health treatment in California, so I won't speak to that. Where I lived (and currently live) in NYC, it was hard for me to find cheap therapy, as it does not appear they require mental health plans in the insurance (though I'm not a lawyer, so maybe there's more recent legislation).
There are free clinics for it, and of course those are good things and the doctors there are doing the lord's work, but they're extremely backed up. I looked to make an appointment at the time, and the soonest one was four months away. Compare this to the two-day wait I had when I finally did manage to get better insurance.