How do you deal with people that you simply can't criticize because they react so badly?

I am talking about the type of person that thinks they are completely justified in everything they say and do, to the point where they actually hurt people really badly. The trouble is the person is so messed up that if you dare to tell them they are out of order they take it really personally and are likely to slump into depression and not speak to anyone for ages…and basically make everyone’s life hell. How do you deal with people like that?