Sirius would be deeply affected. He'd see Harry as a sort of surrogate family, and seeing Harry in such a state would make him feel like he failed in protecting him. He'd do everything he could to make Harry feel better, from getting him medical help to just sitting and talking with him for hours about what's wrong.
Remus would be horrified. He'd probably quickly take the cutting tool away from Harry.
Well, in that situation, Sirius would be shocked and heartbroken. He might first scold Harry for doing something so dangerous to himself. Then, being the impulsive person he can be, Sirius would probably take Harry to see someone he trusts, like Dumbledore or Madam Pomfrey. He would not let Harry out of his sight until he was sure Harry was okay and not likely to do it again.
Ron would probably be shocked. He always looks up to Hermione as the one who follows the rules. He might try to defend her at first, but then realize she was in the wrong. Harry, on the other hand, would be more understanding. He knows that sometimes there are more important things than just following the rules blindly.
Sirius might confiscate whatever Harry was smoking. He would then sit Harry down and have a serious conversation about the importance of making good choices. He could also remind Harry of the dangerous magic substances that might be out there that are far worse than normal cigarettes and that he should stay away from any form of harmful substances.
In a fanfic scenario, if Remus catches Harry cutting, he would likely be very concerned. Remus is a caring character. He might immediately try to stop Harry and find out what's wrong. He could use his calm and understanding nature to get Harry to open up about his troubles.
At first, Harry might be extremely confused. He trusts Sirius to a certain extent, but being kidnapped is still a shock. He would probably ask Sirius a lot of questions like 'Why are you doing this?' and 'Where are we going?'
Sirius might immediately rush to Harry and give him a big hug. He's like a father figure to Harry, so physical comfort would be his first instinct.
Sirius might react with a mix of surprise and protectiveness. He would be like an older brother or father figure. He'd make sure they were safe and not doing anything too risky.
Harry might blush and stammer. He could say something like, 'Sirius, it's not like that.' and then quickly try to change the subject.
Sirius might be shocked. He'd probably feel a mix of horror and protectiveness. He'd be horrified that Voldemort has used Harry in such a way and would be even more determined to keep Harry safe from Voldemort's clutches.