Willow in Season 9 of Buffy the Vampire Slayer, after the magic is gone. Faith after her dad shows up and she does something she regrets, which causes her to go see "Mother Superior" in Daddy Issues.
Darkseid lives to bring everyone in the universe to this point. His goal is to discover the Anti-Life Equation, a mathematical formula that "proves" to whomever reads or hears it that life is utterly pointless and without meaning and destroys all traces of happiness and hope, though in Final Crisis when he actually found it he altered it so that there was one single meaning to existence- namely, to obey and worship Darkseid for all eternity.
Darkseid suffered his own Despair Event Horizon- he was in love with a scientist named Suli (the mother of his son Kalibak), but his Evil Matriarch mother Heggra saw that Suli was making Darkseid a nicer person and had her murdered for it. Suli tried to make Darkseid a more constructive Evil Overlord by pushing him towards building a more ordered and lawful universe, but when she died he lost all hope that he would ever be more than the monster his mother made him- so, instead, he had his mother murdered and resolved to be an even bigger bastard than Heggra ever intended him to be. Darkseid was a horrible villain before he met Suli, but her death is what made him such a miserable one and is probably the main reason he seeks the Anti-Life Equation in the first place- if he can't be happy, then no-one will be.
A Villain Protagonist equivalent (though more an Anti-Hero by this point) with Jackie Estacado of The Darkness, he can handle the mob life, the killing and the people trying to kill him but after he realises what a scumbag Uncle Frankie is and offers to testify against him Uncle Frankie responds by killing Jenny, the Character Development between the two at this point takes hold and the only 'rational' way for Jackie to get revenge is by blowing himself, Frankie and Frankie's mob straight to hell in a flaming Inferno.
A curious Anti-Hero version occurs in Kingdom Come; throughout the story, Superman is wary of encountering Magog, the Nineties Anti-Hero who in many ways replaced him in the public's regard, until he and the rest of the Justice League encounter him in the ruins of Kansas... only to discover a broken man torn apart by guilt and anguish over his actions and the disastrous consequences they resulted in.
Proud?Proud?!Proudof being the Man of Tomorrow?!?
Walter Kovacs in Watchmen starts out a rather messed up, right-wing, but functional man, with a fairly normal life outside being a masked vigilante. Then he investigates the kidnapping of a little girl, and ends up finding her dismembered and mostly-eaten corpse, suffering a complete psychotic break and burning her killer alive. From that point on, he's insane, murderous and barely capable of (or interested in) taking care of himself, having completely abandoned all identity outside of Rorschach.
The Comedian is a straighter example: When he discovers that reality is actually much worse than his dark parody of it, he breaks into Moloch's apartment to tell him about it, but the Comedian's already so far beyond the point of no return that he only manages to confess to his sins before he realizes how ridiculous it is that his nemesis is the closest thing to a friend that he has.
In the "Emerald Twilight" tie-in to The Death of Superman storyline, the destruction of Coast City by Mongul serves as the DEH for then-Green-Lantern Hal Jordan. He then goes on to cross the Moral Event Horizon pretty quickly. Even after the city is eventually rebuilt, it's more or less a Ghost City as nobody wants to move there because of what happened.
Then in Sinestro Corps War, Sinestro declares his intention to invoke this in Earth's population by razing Coast City again. But this time it's defied, as those who did live there, when warned of the coming danger, refused to evacuate and instead shined green lights out their windows in support of the Green Lanterns. This show of courage ended up having the exact opposite effect from what Sinestro wanted.
In "The Secret of the Indigo Tribe", Hal meets Natromo, one of the creators of the eponymous Indigo Tribe. Natromo explains how he and Abin Sur created the tribe both in preparation for the Blackest Night and as a test run for the Indigo Rings, which were planned to be used against the Guardians of the Universe when they come to destroy the tribe. When Hal informs Natromo that Abin Sur is dead, Natromo declares that there's no chance in defeating the Guardians, and destroys the tribe's Central Power Battery, not only deactivating the Indigo Rings, but also releasing the tribe from their influence. In other words, he undid the entire tribe's Heel-Face Brainwashing.
In Secret Warriors #24, badass super-agent Nick Fury finally breaks after he has let two teams of young agents die on his watch. Even worse, the second team was led by his own son Mikel Fury. While standing at the graves of the second team, the agents of the Russian spy organization Leviathan come for him. He doesn't even try to resist.
Spider-Man: Curt Connors was dragged kicking and screaming over the edge when his Lizard persona ate his son, Billy Connors. Curt's reaction went way beyond Heroic BSOD - effectively he's dead, his personality shredded entirely leaving the Lizard in charge all the time. And the Lizard itself is still plagued with guilt over its actions. Curt's personality was restored, but he's still stuck in his Heroic BSOD. He pretends he's still the Lizard because he believes he deserves to be locked up like an animal for the rest of his life.
The Blue Lanterns are empowered by hope. This doesn't mean they are immune to despair. And the moment they give in to despair, the blue power rings abandon them to seek out more worthy wielders. This was especially bad for one rookie Blue Lantern who despaired when the Blue Lanterns' world was invaded since he was in mid-air when his ring left him.
After being savagely beaten to death by The Joker, Jason Todd is resurrected, only to find that not only did Batman not avenge him by killing The Joker, he has also been replaced by Tim Drake as Robin. At this point he completely snaps, and becomes the Anti-Villain Red Hood.
This is Victor Zsasz's backstory - after his parents died and he lost the family fortune, he was about to commit suicide only to be interrupted by a homeless man trying to mug him.
Batman himself plunges off here in Infinite Crisis after he loses control of Brother Eye
The Doctor gets one at the end of Captain Atom: Armageddon, declaring that he has given up and that they should all just stop trying to prevent the end of the universe, as several of the most powerful superheroes have already died trying, and should instead focus on trying to meet the end with dignity.