Franz Kafka: every protagonist of his ever written, every one, and he often put his characters out of their misery in the end.
Agrajag in The Hitchhiker's Guide to the Galaxy books has his fate intertwined with Arthur Dent's in a unique way. He has been reincarnated as a bowl of petunias, a baby rabbit, and a cricket spectator, not to mention countless flies and other bugs, all of which died at least in part due to Arthur Dent's actions. Agrajag suspects malice on Arthur's part, but Arthur insists it's just "the universe playing silly buggers with the pair of us."
Reading carefully, it seems indeed every single thing for whose death Arthur is in any part responsible is an incarnation of Agrajag, and every single incarnation of Agrajag is killed at the hands of Arthur. It's understandable that he'd hold a grudge....
Also, Marvin, as he seems to get himself stuck in many horrifyingly awful situations, including having his leg stolen for some universe-destroying ritual, having constant pain in half of his body, and being left behind on a deserted planet to literally wait until the end of the universe for his friends to arrive. It doesn't help either that he is programmed to be permanently depressed. And the worst part is, nobody else seems to care.
Rincewind, from Terry Pratchett's Discworld. He doesn't just want to be left alone, he actually wants his life to be boring. But due partly to being the pawn of Luck, and partly to his own self-defeating cowardice, he always ends up in the middle of some gigantic disaster surrounded by people who want him dead.
Rincewind: I do not wish to volunteer for this mission. Lord Vetinari: I beg your pardon? Rincewind: I do not wish to volunteer, sir. Lord Vetinari: No one was asking you to. Rincewind:(wagging a weary finger) Oh, but they will, sir. They will. Someone will say: hey, that Rincewind fella, he's the adventurous sort, he knows the Horde, Cohen seems to like him, he knows all there is to know about cruel and unusual geography, he'd be just the job for something like this. (sighing) And then I'll run away, and probably hide in a crate somewhere that'll be loaded on to the flying machine in any case. Lord Vetinari: Will you? Rincewind: Probably, sir. Or there'll be a whole string of accidents that end up causing the same thing. Trust me. sir, I know how my life works. So I thought I'd better cut through the whole tedious business and come along and tell you I don't wish to volunteer. Lord Vetinari: I think you've left out a logical step somewhere... Rincewind: No, sir. It's very simple. I'm volunteering. I just don't wish to. But, after all, when did that ever have anything to do with anything?
Note that very few people manage to even momentarily confuse the Patrician. Rincewind is a sort of singularity.
Also from the Discworld novels, the Bursar. He went insane, and accidents are constantly happening to him; if someone throws away something, you can bet that it's going to hit the Bursar. Mind you, he doesn't seem to notice.
Born as a deformed dwarf, having his own mother die bringing him into the world, growing up being reviled and hated by his father, having his first wife gang-raped by his father's garrison, becoming the laughing stock of Westeros despite being wise and kind (or at least not cruel), falsely accused of murder and imprisoned twice, protecting a city with his life only gaining more scorn, getting half his nose cut off, denied of his birthright, forced into a second marriage with a woman who finds him repulsive, finding his lover in his father's bed and becoming an exile wanted by the whole of Westeros after killing both, becoming a broken down drunk in exile, and getting captured, sold into slavery and nearly fed to lions for a momentary laugh from the audience of the Meerenese arena. Tyrion Lannister from A Song of Ice and Fire is, without a doubt, one of the best examples of a dramatic Butt Monkey.
Another character from the same series that also could definitely be considered a Butt Monkey would be Brienne of Tarth. She's an ugly woman warrior in an incredibly sexist world who has had to deal with one of her masters dying, another one mistakenly believing she betrayed them, being a suspect in a murder she didn't commit, attempted rape, getting put in a bear pit for someone's sick amusement, and being constantly mocked. Not to mention her issues with unrequited love.
Sam. Nothing good happens to Sam. It's never played comically, but you never want to hit the people who do it, because Sam deserves it.
The entire Stark Family seems to be the Butt Monkey clan of Westeros.
Every time you ask "When will the next book come out?", George R. R. Martin kills a Stark. Please, won't you think of the Starks?
Theon Greyjoy. He gets no respect, not even from his own kinsmen. the universe just seems to twist itself into knots in a deliberate effort to ruin Theon's life.
On the "minor character" front, Edmure Tully, Lady Catelyn's sweet-natured brother who had the misfortune to be born a total dingbat with bad judgment and worse luck. Directly or indirectly, his mistakes manage to lose the war for Robb, get Robb killed, and ensure that his sister will never get her daughters back. He also misses the fact that his king and family are being murdered down the hall because he's to busy having sex, spends half a book standing on a gallows with a rope around his neck as the world's most useless hostage, can't even take a bath without someone threatening to put his baby in a catapult, and had a popular and Actually Pretty Funny song written about his erectile problems. Basically, if there's an opportunity for him to humiliate himself, Edmure will find it.
The whole point of Candide. Everyone is a Butt Monkey.
Justine, the title character of one of the Marquis de Sade's (in)famous works, is the ultimate embodiment of this trope. At every turn, she's subjected to abuse hidden under a mask of virtue. She is forced to become a sex-slave to monks, is locked up in a cave and abused, publicly humiliated and raped numerous times. And just when things begin to look up for Justine, she gets struck by lightening and killed. Butt Monkey indeed.
This is, of course, a reflection of the philosophy of Sade's that virtuous people finish last. Every virtuous character in a story of Sade's is a complete Butt Monkey.
A critic once remarked that De Sade's novels have a kind of inverted karma: good acts end up hurting the actor. For instance, Justine's sister Juliette has no scruples whatsoever, and the one time she refuses to commit a crime it is because she is afraid of the consequences, not from any moral considerations. Nevertheless, by refusing to commit the crime she loses her favored place at court and spends much of the rest of the novel in poverty and misery, until by a long series of evil acts she finally regains her power and luxury. (What really clinches it is betraying her sister Justine, of course.)
Many a Thomas Hardy protagonist, particularly Jude of Jude The Obscure and Tess in Tess of the d'Urbervilles. Jude and Tess both begin as wholesome, virtuous innocents until about the fourth page of their respective books, in which a endless series of escalating tragedies designed to rob them of all hope begin because God Is Evil and Victorian morality stifles any hope of a freethinking life. When things do improve in some minor fashion, it is only to make the next tragedy all the more poignant. Thomas Hardy biographers have tried and failed to come up with a reason for his unrelenting grimness; perhaps a contemporary review of Jude the Obscure sums the case up best by saying that, "He is depressing because he himself is somewhat depressed."
Mr Bagthorpe of The Bagthorpe Saga. Yes, he brings a lot of it on himself, but fact remains he's bedeviled by more disasters, wrong bank statements, goats and awful relatives than anyone else in children's literature. If he doesn't break his arm trying to stand on his head he's accidentally bidding for hundreds of pounds of junk in auctions. And he's suspected of being a terrorist and murdering his wife in the later books. To quote, "I am the archetypal can carrier of all time!"
Neville Longbottom was very much the Butt Monkey for the first four Harry Potter books, being there mainly just as a source of comic relief. However he Took a Level in Badass in the fifth book and if you're laughing at him by the seventh book, you have a very weird sense of humour.
Peter Pettigrew took away Neville's title ever since the third book was released. Mostly because of the snark delivered his way by people from his ex-friends like Lupin and Sirius, to Voldemort himself. And all verbally assaulted him and gave him crappy jobs for the mere pleasure in seeing him squirm. But then again, when you decide to do a Face Heel Turn on your best friends knowing it'll lead them to death or worse, then spend twelve years as a rat, you kind of deserve the title of Butt Monkey.
Even Peter's death was pathetic; he gets strangled to death by his own hand in a scene that's basically treated as an afterthought by Rowling, while so much other stuff is going on that you barely notice his passing. Not that he didn't deserve it, mind you.
In an extremely minor case, the Auror John Dawlish, who, though described by Dumbledore as a very good student in his first appearance, is the subject of a Running Gag where he is constantly being beaten up, by, among others, Dumbledore himself (twice) and Neville's grandmother.
Not to mention getting constantly Confunded (a sort of hypnosis/forgetfulness/disorientation spell) by heroes and villains alike.
Percy, Filch, Umbridge, Lockhart, and Draco also have their share in this trope, but they almost always deserve it.
Harry himself is the Butt Monkey of the Dursley household until his 11th birthday.
Life just seems to hate Severus Snape; his past isn't a cakewalk, to say the least.
In J. R. R. Tolkien's The Silmarillion (and the individually published The Children Of Hurin), Túrin Turambar gets cursed by Morgoth when he is eight. He gets sent to safety and never sees either of his parents again, he runs away from his foster father the King of Doriath after sort-of-accidentally killing someone, he kills his best friend after he shows up trying to help him, his overconfidence causes the fall of Nargothrond, he fails to rescue the woman who loves him, (and him rescuing her was his other best friend's dying wish), and when he finally falls in love with someone else, gets married, and gets her pregnant, she turns out to be his sister Niënor. "O master of doom by doom mastered, O happy to be dead" indeed.
There's also Bombur from The Hobbit, who is a more classic comedic example.
Children's fantasy novel The Hounds of the Morrigan has the Sargeant, who is only ever known by that name. Almost his entire screentime in the book is devoted to having the Big Bad torment him in increasingly ridiculous, magical ways — which he blames on drink, as he's a Muggle. They send him up the Amazon river on a rubber duck, change the cross-stitch wall hanging in his room to insult him, and do various, other cruel things to him which include using him as a pawn to get close to the MacGuffin.
P. G. Wodehouse's Bertie Wooster could easily be classed a Butt Monkey. He's forever insulted by everyone he knows, berated by his aunts, and is made to perform degrading errands by people who lean on ties of family or friendship to make him do those hideous tasks. Even Jeeves called him "mentally negligible".
Most Tom Holt main characters have things go hideously wrong for them more or less nonstop. Everything from jackass parents to being a pawn in century-old GambitRoulettes to having the Queen of the Fey wipe your girlfriend's memory of you. At the end of the story, they are usually given a lot of money and/or a vast region of land somewhere on the other side of the world as a karmic payoff for putting up with vast amounts of misery.
Little Nell from Dickens' The Old Curiosity Shop is a 14-year-old orphaned girl raised by her grandfather, who loses all of his money gambling. They are forced to flee his debtors and live as beggars, pursued by the villains, one of whom wishes to force her to marry him and one of whom wants only to torment them both. They finally reach relative safety. Then she dies.
Also Smike in Nicholas Nickleby. He's beaten and enslaved by Squeers and his family until Nicholas takes him under his wing. While the Nickleby family care for him, his love for Nicholas' sister Kate is unrequited. He eventually dies, then it turns out the father he never knew is Ralph, Nicholas' cruel, uncaring uncle.
Nick Chopper (the Tin Woodsman) was the Butt Monkey of the Land of Oz. Ordinary Munchkin woodcutter, falls for a girl and wants to marry her. Problem: the girl, her family, or both (continuity wasn't Baum's strong suit) work for the Witch of the East. So, the Witch puts a spell on Nick's axe. When he tries to use it, he ends up dismembering himself. Adding insult to injury, the Witch dangled his hacked-off limbs from her broom like a bad pair of fuzzy dice. Oh, the tinner always came along and replaces his hacked-off parts with tin, but Nick was more machine than man by the time Dorothy found him. The reason he wanted a heart in the first place was so that he could go back to his girl and be a proper husband for her!
Now here's where the Butt Monkey part kicks in. In Tin Woodsman of Oz, he sets it upon himself to find out what became of Nimmie-Amiee. He finds that she had taken up with another man, Captain Fyter (who was cursed like he was, but isn't much bothered about the lack of a heart). He finds the tinner, who either owed the Witch a favor, was working for her, and possibly both. The tinner now has some "magic glue", and set about making new creations from it. His "first and finest" was a creature named Chopfyt, made from the body parts of both men. Topping it all off? Nimmie-Amiee married Chopfyt to essentially get the best of both worlds.
Kitty from Pride and Prejudice. She's always coming in second to her younger sister, and after Lydia elopes, she's told by her father that there will be no more balls or parties unless she's chaperoned by one of her sisters. The family's somewhat dismissive treatment of her is even more pronounced in the BBC mini-series. (Though Austen does mention at the end that her fortunes were significantly improved by being around the Darcy and the Bingley families).
Also her father was JOKING when he said no more balls for her. (Mind you the dad has a weird, almost cruel, sense of humor.) The real Butt Monkey, if there is one, is Mary, who Austen herself seemed to dislike and is only mentioned to prove how selfish and silly she is while thinking she's smart.
Even though things work out for her in the end, Fanny Price of Mansfield Park would certainly count. She's constantly berated by her own relatives for coming from a poor family, despite doing nothing to antagonise them and is then relentlessly harassed by Henry Crawford, who just can't seem to accept she doesn't want to marry him.
Bill in Alice in Wonderland. First he's catapulted out of a chimney, then Alice is kind of mean to him when he's part of the jury.
Penlan, aka "Jinxie", from the Ciaphas Cain series. Her bad luck hasn't killed her yet, heck, she even got promoted. Addtionally, she's rather popular with the rest of the 597th as it's believed that all the bad luck in her squad gets attracted to her and leaves everyone else alone. From the what Cain has said, it really does work out for her.
Darkstripe and Snowtuft from Warrior Cats are always getting picked on by the other villains. In Snowtuft's first appearance, his belly is violently sliced open, and later Mapleshade thinks that he was spying on her so she forces him into a battle where he gets wounded horrifically. Meanwhile, Darkstripe is repaid for his Undying Loyalty to Tigerstar by being constantly mocked and beaten up when he so much as looks at the others.
Tanith Low from Skulduggery Pleasant by Derek Landy. She was meant to be killed off in the first book but the publishers said it was too depressing so Landy was forced to keep her in. He wasn't pleased about that. Now as punishment for surviving, in every book she gets tortured in some way. Now she's possessed by an evil spirit and has eloped with a psychopathic hitman. She hasn't been seen since.
Fletcher Renn is traditionally on the receiving end of insults and jibes and got dumped by his beloved girlfriend, Valkyrie Cain in book 6 though he did get a Big Damn Heroes moment at the end of the book, saving her from the clutches of a Yandere vampire.
Cersei Lannister from A Song of Ice and Fire. She's beautiful, tough, resilient, brave, it's impossible not to like her. However she's sort of trying to be a Magnificent Bitch but failing miserably. She's spent her life living in fear of a prophecy that one day her life would basically fall apart and then she'd be ignominiously killed so all of her efforts are dedicated to protecting her children and escaping this prophecy through manipulative attempts at power-grabbing that ineveriably blow up in her face. As Petyr Baelish points out, while Cersei desires power, she has no idea how to wield it and while she thinks she is a player in the Game of Thrones, she usually just ends up being a pawn. However she does now have Gregor Clegane on her side so things should start looking up for her.
The protagonist in the short story "You're Another" finds out that people are coming back to his time, completely changing things and then filming it as entertainment. They even explain why he's always falling in holes, being cheated on by his girlfriend and having paint cans spill over him. He's "comic relief"
Similarly used in Redshirts. Intrepid's astrogation officer Kerensky has quite a track record of nearly dying, then being all healed up by the next week. As it turns out, that's because he's the Butt Monkey of a TV series in another timeline whose plots are fucking with the Intrepid via Negative Space Wedgie.
Trapped on Draconica: Ritchie is treated as such by his owner, Kalak, but when it comes to his inability to roll his 'r's, he's this to everyone.
Sweet Valley High: Jessica Wakefield, of all people. Her schemes blow up in her face, leaving her humiliated (though this is often deserved, given her malicious intentions). Her genuine efforts at improving herself (cooking classes, music lessons) end the same way. Every time meets a guy she really likes it falls apart. Everyone, even her own parents, blatantly favor her sister Elizabeth over her and said sister frequently lords her "perfection" over her.
In the Chivalric RomanceCleges, the impoverished Sir Cleges received miraclous cherries at Christmas and went to give them to the king to mend his fortunes. Three royal officials each demand a third of his reward to let him in. When he does so, the king wishes to reward him. He tells the king that the proper reward is thirty blows, and then explains. The king gives his officials the blows and then rewards Cleges's wife for being so faithful to him in his poverty. Porters and other offficials that could keep ministrels from the court are often treated like this in romance — given that Most Writers Are Writers.