Harry Potter is an orphan. All he knows is a miserable life with the Dursley, his aunt and uncle, and their nasty son Dudley--a big spoiled bully. Harry lives in a tiny room at the foot of the stairs, with nothing but the company of spiders and a few tin soldiers. A child needs external stimulation--friends, family, love--to develop into a well-balanced young man. Harry was deprived of the most essential commodities of life--food, kindness, clothes. In addition to enduring starvation, Harry was exposed to the toxicity of physical abuse. On several occasions, he mentions that "Dudley's favorite punching bag was Harry". He wore glasses held together by Scotch tape because Dudley often punched him on the nose. His aunt and uncle are doubtless complicit in this abuse. Harry is not only a wizard; he is, too, the ne plus ultra of a domestic abuse victim. The intimations of neglect are there; it is simply a matter of looking past wands and cauldrons.
Harry, in an effort to escape, and cope with, the nightmare that is his life, develops a fantasy world where is famous, rich, and surrounded by friends. According to J.K. Rowling, she has heard it suggested to her that Harry did in fact go mad in the cupboard. Of course, anyone who spends a big chunk of his life imprisoned in a tiny room is prone to lose his mind sooner rather than later. Harry's ability to create an alternate universe is called the Fantasy Coping Theory. Throughout much of the series, Harry, while at Hogwarts, is sent to the hospital no less than six times. Whilst his friends visit the infirmary for having their skin complexion altered to resemble cornflakes, Harry often sustains more common injuries (a broken arm, a cracked skull, etc). Harry, fearing the truth will earn him a punishment, concocts elaborate stories to explain the severity of his wounds. It is not uncommon for victims of domestic abuse to understate the extent of the cruelty to which they are subjected. I fell off my broom while playing a game of Quidditch. Harry seemed to have prolonged the lies as best he could.
The mind is a powerful tool. There is a key, buried deep, that unlocks wonders extending beyond human imagination. There have been instance in which the mind has given rise to superhuman powers (telekinesis, premonition, etc) in times of extreme crisis or stress situations. Harry most likely relied on his mind to maintain his sanity. It makes sense. If we had a choice between relentless beatings or magic realism, we'd of course choose the latter. There is no competition. Harry resorted to fantasy in order to survive. Our species will go to any lengths to perdure, even if it means building a school of witchcraft and wizardry out of thin air.
There were some instances in the series in which characters hinted that it was all in Harry's head. The Sorting Hat, for instance, told Harry that he "could be great, you know, it's all here in your head..." Was Hogwarts a figment of Harry overly wild imagination? Or was it a mental institution? The deepest scars are those we cannot see. There is only so much a young boy like Harry can tolerate, and provided he endured a degree of physical abuse, it would not be at all surprising to learn that he landed in a mental institution.
Let's not forget about Lord Voldemort. In the series Harry and Lord Voldemort share a connection. There is a piece of Voldemort's soul living in Harry. If we took a psychological approach to explicate this connection, it would be argued that Voldemort is Harry's alter ego, the living embodiment of his bestial, hidden self. Voldemort is everything Harry is not: evil, power-hungry, ruthless. Harry was unfortunate enough to lose his parents and resign himself to the neglect of his "family." It is surprising he managed to repress his anger for over a decade. However, less surprising is the fact that Voldemort is a personification of Harry's anger, frustrations, and dashed hopes. Basically, Harry (the superego) is in a dark cellar forever engaged in mortal combat with Voldemort (the id). At the end, the superego emerged victorious, as it once more suppressed the urges of the id.
Whether Hogwarts was a product of Harry's insanity or indeed real, we will never know. The answer depends on how much you're willing to believe.
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