Anhedonia is an inability to experience pleasure. Your friend who looks glum when everyone else is having the time of their lives may suffer from anhedonia.
The French word anhédonie was coined by the psychologist Theodule Ribot in 1896 from the Greek prefix an, "not or without," added to hedone, "pleasure." If you never feel happy or enjoy anything, you might have anhedonia. This inability to feel pleasure is an actual psychiatric diagnosis which often goes along with another condition like a mood disorder or schizophrenia.