Well, basically, you need objects to determin what depth you need to be at. If you make two invisible collision-with-player objects, one that sets the player's depth to below that of the bridge, and one that sets it above, and place them in the right places (so a corridor tha takes you up would have a high-depth-object followed by a low-depth-object, so that it reverses it if you go back) it should be fine. You could make more depth levels, or optimise it, but that's the jist of it.
Also remeber that the higher the depth, the further behind it will appear, so in a top-down view game the higher the depth, the lower the object is. Confusing, but if you get it wrong, just switch the objects around.
*starts making a depth/bridge example*
EDIT: Done:
http://www.kousougames.co.uk/stuff/BridgeExample.zip ZOMG DONt ST34LL MA GFXX!!1!1!!