Just to illustrate, seers within the series state that the world is in a stagnating cycle, akin to a wheel driving a rut in the ground, endlessly. To kick things up, bring a little more life into the universe, the wheel's got to be kicked out of that rut. The easiest way to do that? Stick a pebble in its path, so that when the wheel crashes into it with enough force, it'll bounce out of the rut and into a new path. That's the metaphor. Now, guess who gets to be that pebble?
In Summer Knight, Martha Liberty votes for him because she realizes how much he is hurting — while he disclaims his (physical) wounds as minor. When Aurora offers him surcease, he realizes for the first time how badly he was hurting — and refuses, since it would mean giving up.
"Savil, am I whining?" "After all you've been through, sometimes you deserve a little whine."
It's actually something Mercedes Lackey seeks to instill in a lot of her protagonists. She lampshades it once, saying her formula is to make the readers like the hero, then dump a mountain on them.
In Nick Kyme's Warhammer 40,000 Salamanders novel Salamander, Tsu'gan is deeply grieved by the captain's death and his own failure. Iagon actually uses it to foment his ambition: fighting at the head of the company would assuage his hurt. And let's just say it all ends up in more hurting for Tsu'gan.
Fugis confesses to having lost faith at the same time; Dak'ir thinks how Tsu'gan resorts to fury and Fugis to despair.
Dear god, Rand Al'Thor, the Dragon Reborn is the Patron Saint of this trope. To start out, he has access to the tainted male half of magic, everyone else with access to male magic in the last 3000 years went mad, rotted alive, and killed everyone in his vicinity. He's fated to destroy the world in saving it. He's responsible for taking the fight to Satan Himself, whose elite followers consider the current crop of Aes Sedai (wizards and witches) to be children at best. Then he discovers that his predecessor was literally reborn as a backseat driver in his mind. That predecessor is himself only somewhat sane, can't be revealed because it would be assumed that the current Dragon is going insane, has suicidal tendencies, tries to grab the magic out of the current Dragon's hands with regularity, and was well known for killing his entire family as he went insane, realizing for a single moment what he'd done, and committing suicide so dramatically that it made a volcano. The current Dragon is barely more than a teenager from a tiny farm village in the middle of nowhere. He seems fated to be a martyr for humanity. Everyone and their mother works against him - and most aren't even evil, merely selfish, superstitious, foolish, set in their ways, and determined to control this kid who is clearly not in charge of saving the world. His ancestral people have pledged to him - and some of their warrioresses act as his bodyguards, and he's lived his entire life expecting to protect women with his strength. That in particular scars him so much that he keeps a list of all of the women who have died where you could even hypothetically lay the blame at his feet. He was captured by Aes Sedai and tortured ruthlessly. Alanna once connected her mind to his, and spent the next month crying in the pain of it. Nynaeve, the limit-breaking healer, once looked at his mind and realized that there was nothing she could have done for him if not for Lews Therin's heroic sacrifice. To top it all off, nobody believes him, everyone thinks they know better than him, and as he's trying to save the world, the world is trying its hardest not be saved. He once quipped that the pressure of that alone should be enough to drive him insane, never mind Saidin.
Leia in Splinter of the Mind's Eye is clearly traumatized and mostly covering it by being sour and irritable. It's for good reason; like her brother, she can not show her pain after it's inflicted, but she went through a lot in A New Hope.
Luke, in Luke Skywalker and the Shadows of Mindor. Even before the villain puts him through Mind Rape, he shows signs of depression and strain, and after all he is the one active Jedi in the entire galaxy and trying to negotiate what that means, what he should do. But he keeps going. After that, he seems to be suffering PTSD, with constant flashbacks, heavy depressive nihilism, loss of faith... but he still keeps going, and his compassion and empathy never run dry.
Honor Harrington during the novel Flag in Exile has been forced out of active duty with the Royal Manticoran Navy and essentially run out of the Manticore system by political enemies due to her getting vengeance for the murder of her lover. She's trying to pull herself together on her adopted second home of Grayson, but is continually harassed by conservative elements outraged of the idea of a foreign woman (emphasis on the woman) having political power, and those close to her note her depression.