Psyche has a track record of this trope: twice after she loses Cupid, and once after each of the last three impossible tasks Venus orders. Considering the raw deals she has got, it is hard to blame her.
In most versions of the story of Oedipus, Jocasta hangs herself once she realizes the man she has married is her son and her husband's killer. Oedipus, however, punishes himself in a far-more long-lasting way.
Heracles' third wife Deianira hangs herself in grief when she realizes that she's been tricked into poisoning his robe, which eventually leads to the hero's death.
Some versions of Ariadne's myth claim that she hanged herself, when she realized Theseus left her on Naxos to die.