In the alternate ending for the first Ed Abuse (which the author has removed for being too dark), after Ed not forgiving Sarah for her actions just before dying, she can not bear with the guilt and kills herself.
After failing to save Emmeryn in Pretender, Robin attempts to hang himself thinking that he failed the only reason Chrom took him as a tactician in the first place. Frederick saves him before he can succeed and talks him down from committing any future attempts.
This is the eventual fate of the main character Loivissa from the "A dance of Shadow and Light" series by Ocadioan. And just to top it off, her fate was only revealed in a sidestory to the main series, at the end of an otherwise cheerful(for the series anyway) poem that she wrote herself shortly before her suicide.
Some Semblance of Meaning: Depressed about the bleak future that awaits him in the arena, Kit tries to kill himself by jumping off the roof of the Training Center, only to be stopped by the force fields. He ponders whether or not it would be easier to just end his own life than to go through the horrors of the Games on other occasions, as well. Also, Blake, the blind boy from District Eleven, actually did commit suicide after he and his district partner escaped the bloodbath.
In Second Story Window, we have this with Ryuuko, who is five, and, the narrator, Satsuki (her age isn't mentioned) who jumps out the titular second story window as an attempt to escape their psychotic mother Ragyo, the which they do survive. Also in the story, it was mentioned that, in the same year, Rei had hanged herself in the room where Satsuki and Ryuuko were hiding and she did so out of fear. In chapter 2, when it is told from Ragyo's perspective, Satsuki had attempted suicide by jumping through the titular second story window, after dropping her sister out of it. True to the aforementioned POV, Rei still hanged herself, although Ragyo doesn't know her reasons.
"Sora folded his hands behind his head and stared at the wall. On it was a small calendar that said '_ days without attempting suicide.' With an inappropriate smiley next to it. The blank was filled in with 14, but looked worn down from being erased over and over... He had never gone beyond one month..."
In The Legend of Link: Lucky Number 13, the twelve scientists responsible for Varia and Takara's torment are punished severely for their crimes (by being Forced to Watch the brutal murder of their families), leading eleven of them to immediately cut their own throats with a dagger.
Considering what the Mane Six have spent the last thousand years doing while under Discord's corruption in the Pony POV SeriesDark World timeline, it's understandable Rainbow Dash feels this way when she discovers Discord's Sadistic Choices were all lies and she failed to kill Twilight and get Discord to reset time to before his reign. She doesn't even struggle when Rarity tries to rip out her Element and even tells the others to let her. They even have to leave her on what amounts to suicide watch for a time. She later admits after recovering that if they hadn't, she might actually have torn her Element out to end it and thanks them for stopping her.
Dark World!Fluttershy later admits that by the time Cadance saved her soul from her psychotic daughter, she had gotten to the point where she wanted to die to end both her suffering and the suffering Cruelty had caused others.
In The Best Night Ever, Prince Blueblood goes through a phase where he kills himself in ever more elaborate ways due to Sanity Slippage caused by being trapped in a "Groundhog Day" Loop that forces him to relive the day of the disastrous Grand Galloping Gala over and over and over again. Killing himself only makes the loop start over quicker.
In Pages Of Harmony, Rainbow Dash kills herself through Autocannibalism after believing that any sense of loyalty has to be purged from her due to the Mind Rape that Twilight performs on her.. And she still behaves that way after she dies.
In The Light Never Goes Out, Rarity attempts this when she sees a letter from Sweetie Belle when she dies. Unfortunately for her, her attempts to slit her hooves with scissors fails due to her immortality.
Too Far deals with Dinky doing this after Diamond Tiara's bullying goes too far, jumping off a cliff. In the end, Discord gives Diamond, who has seen the consequences of her actions on the town, a chance to Set Right What Once Went Wrong and this is avoided.
Misunderstandings During his attempt to escape from Canterlot, Peter encounters Princess Celestia. The reason she approached was to get him to surrender himself, wanting to help. Unable to communicate with her, aware of her vast power, and thinking she is there to kill him- or worse- for being a threat to her ponies, he puts on gun to his head. Thankfully it didn't go off. Celestia herself is dismayed she could appear threatening to an individual unacquainted with her.
Sveti's father himself committed suicide. Big Top blackmailed him with knowledge of his Interspecies Romance. When Sveti learned of it, she offered to work as Big Top's exhibit. Her disappearance and Big Top's continued extortion drove him to suicide.
Plankton in Plankton's Eye View, after seeing everyone become a success in the ten years he was imprisoned after The Movie. He became so bitter about his failures and how it was too late for him to redeem himself and make things right. However, The Flying Dutchman gave him a second chance.'
Touhou Ibunshu has this as the impetus behind the second and third parts, with Yukari and then Mokou implementing schemes to end Gensoukyou in the hopes it will end their endless existences. The former chooses life, while the latter gets her wish.
In Chapter 44: Early Preludes to a New Winter of Sorrow of Gensokyo 20XXI, Eirin, surprisingly, succeeds in killing herself (by severing an artery), dying with a smile to know that she could. She is supposed to be immortal but her willingness to die overrode her ability to resurrect upon death, effectively granting her wish, even though her motivation was unclear at the most. It is never exactly stated why she killed herself, besides, "Is it wrong to want to feel death, even though if one cannot experience it?" but it is implied that she killed herself out of the uncertainty of their situation, which caused her a lot of stress (leading to her developing anemia and to suffer from alopecia) and depression and, apparently, she might have done so way of escaping capture.
In 20XXIII, we do eventually find out her reasons for suicide and it was because of all the hell and uncertainty. The entire diary entry was basically her suicide note
Later on, in 20XXIV we have Ran, after almost being raped, and then, Chen, in chapter 60, for reasons she herself wouldn't disclose, aside from a suicide note Flandre came across in chapter 62.
Of all places, this fanfic: prior to being Dave's father, he had a wife and child, Amandine and Ava; watching one of them die was one thing but losing another in the war made him jump off the waterfall. However, he lives and gets better.