General Regius Gaiz of Magical Girl Lyrical Nanoha StrikerS. After years as a corrupt official, guilt came knocking at his door in the form of Zest's clone, his best friend who shared his dreams of justiceand was killed because of his secret connections to Scaglietti. Once he learned about his return, the formerly pompous general spent his time sitting in his desk in a defeated state, waiting for Zest to come.
In Code Geass, Lelouch Lamperouge is a mix of this and Being Good Sucks due to ambiguous methods, pride, and bad luck, with people stabbing him in the back, whereas Suzaku Kururugi learns that using dubious yet purportedly legitimized methods in hopes of achieving his goals, such as conquering relatively innocent people and threatening ex-friends with highly addictive psychotropics... well, sucks. So they try to do good by joining up.
It... doesn't really suck less, though. Which category it falls in depends on whether you think it classifies as good or evil... But the end result pretty plainly sucks for them.
Light Yagami of Death Note, who starts out as a normal yet highly intelligent high schooler who could truly make a difference in the world in a positive way, but also has too much free time on his hands. That is until he finds the Death Note, which at first he claims to use only on irredeemable criminals under the alias "Kira". He quickly comes to use it to kill off anyone who gets to close to uncovering the truth or questions his motivations. He grows progressively more paranoid and unhinged, Jumping Off the Slippery Slope as he tries to ensure Ryuk doesn't grow too bored (who will kill him otherwise) and manipulates just about everyone he knows including his own family to serve his ends. It all comes to a head at the end of the series, where Light is finally outed as Kira and snaps. He dies humiliated and terrified in the knowledge that there is no afterlife for him, and this is the end. It's later shown in the manga's epilogue that things quickly went back to normal afterwards, making his actions seem rather pointless.
Lucy/Kaede from Elfen Lied. She was abandoned as a child in an Orphanage of Fear where she was tormented and neglected relentlessly by her fellow orphans and the staff respectively. This culminates when a group of bullies led by Tomoo proceed to force her to watch as they slowly killed a puppy she had found in the forest, which in turn was the only emotional connection she had. This causes her to finally snap and kill the bullies in a horrendous way by tearing them to bits. At this point she begins Hearing Voices, namely, a voice urging her to Kill All Humans. After a series of events that further shattered her mind, she fully gave in to the voice, which in turn proves to further ruin her life as it makes her the number 1 enemy of humanity as well as losing any chance of being with the boy she loves most. In other words, being a Woobie, Destroyer of Worlds sucks.
Team Rocket from Pokémon really are this trope. They can never seem to get ANYWHERE; and in fact, the few occasions when they have tried to help Ash and his friends, they actually don't end the episode or film in question off on a bad foot. But as soon as they get right back to trying to steal Pikachu again, we see them blasting off again and again...
Reiner Braun from Attack on Titan seems painfully aware of this, and resigned to it.
Reiner: It's fine. We're all short-lived mass murderers, right? Aside from us, who else could understand?
Gundam SEED Destiny has a scene where Neo Roanoke, Dragon to Fantastic Racist Lord Djibril reflects on the fact that his life has come to the point where he brainwashes teenagers into doing his boss' dying for him. He admits that he's crossed his personal Moral Event Horizon, but that he sees no way out now. Given that Neo is himself a brainwashed Mu La Flaga this is perhaps unsurprising.
Ozymandias in Watchmen. His intentions, of course, were never entirely evil; he wanted to stop World War III before it started, and killing several million people was the only solution. Regardless of the fact that he sacrificed comparatively few to save pretty much everyone (sans Dr. Manhattan) it's obvious that he does feel remorse and wishes that there had been another way.
That Ozymandias asks Dr. Manhattan if he did the right thing only to get a very vague and unsatisfying answer does nothing to help ease his guilty conscience.
Also, half of The Comedian's mental background comes from this.
Unsurprisingly, Golgoth finds this out early on in Empire. However, by the end it gets really driven in.
Spider-Man's enemy the Sandman eventually got sick of all the grief that came of being a criminal, and tried to go straight. He stayed a good guy for twenty years, real world time (just a couple of years, comic book time). Then his old evil teammate the Wizard stuck him in a brainwashing machine to make him evil again, causing him more grief. Poor dude.
Superhero team the Thunderbolts was founded as a front for a group of supervillains to gain the trust of the world's various peace-keeping forces in preparation for a world domination scheme, by changing their identities and pretending to be heroes. At least half the original team members came to realize that they really liked not being feared and hated and decided to give up on world domination and remain good guys.
Somewhat played with in Blizzard Storm, as its questionable just how much Sakido counts as evil, but she clearly still regrets her actions during her time in Hell, which she feels she has failed Darius.
In the Dark World timeline of the Pony POV Series, both Liarjack and Traitor Dash emphasize this trope. While Angry Pie and Fluttercruel have embraced their new evil and Twilight Tragedy has given up all hope and goes along with Discord's rule because it's all she feels she has left, Liarjack and Traitor Dash (especially Dash) are painfully aware of how Discord's magic has twisted them into monsters, and they hate themselves for it, but there's nothing they can do about it.
Lord Shen in Kung Fu Panda 2 is haunted by the perception that his parents hated him, and now is out to conquer Gongman City and then China to have something worthwhile in his life. However when pressed, even he can't say whether his dream is worth anything other than an excuse to kill anyone in his path.
The eponymous character of Megamind provides the quote above, saying that he doesn't gets what the heroes could.
American History X has Derek turning away from his neo-Nazi lifestyle as he realizes how unhappy and basically crappy it has made his life:
"And I kept asking myself all the time, how did I buy into this shit? It was because I was pissed off, and nothing I ever did ever took that feeling away. I killed two guys, Danny, I killed them. And it didn't make me feel any different. It just got me more lost and I'm tired of being pissed off, Danny. I'm just tired of it."
This is the lesson Cady learns at the end of Mean Girls.
"Calling someone else fat won't make you any skinnier. Calling someone else stupid doesn't make you smarter. And ruining Regina George's life certainly didn't make mine any happier."
In Battle Beyond the Stars, Roger Corman's Magnificent 7In Space, one of the recruits is the galaxy's greatest assassin. He's amassed great wealth, but he muses that he lives alone and bored because he's feared everywhere he goes. The kid promises a home on his planet where no one knows him and where he can be happy if he helps them fight off the slaver.
Lucy Diamond in D.E.B.S.. After she falls in love with Amy and realizes that she'll have to give up her life of crime to be with her, she says "Being bad doesn't feel good anymore."
Michael Corleone in The Godfather justifies his descent into mob villainy as being done for the wellbeing of his family, but by the end of the second movie he starts to realize that they have actually destroyed his family. By the end of the third movie almost all the people he cared for are dead or driven away as a result of his choices.
Scarface, The Eighties remake. In spite of its massive Misaimed Fandom for showing that Evil Is Cool, it actually shows that being evil sucks. For his all conspicuous consumption, Tony Montana becomes a lonely and miserable person. This is especially evident when he makes a drunken scene at a restaurant.
The eponymous character in The Assassination of Jesse James by the Coward Robert Ford qualifies for this. The myth around him has developed to the point where he finds it impossible to escape it and he is constantly reminded of the consequences of what he has done. While he is an unstable bully, he feels genuine remorse for all the lives he has taken and wants nothing more than death. Beautifully summed up by his line:
I look at my red hands and my mean face, and I wonder about that man that's gone so wrong.
In Goodfellas, Henry Hill at first admits that "As far back as I can remember, I always wanted to be a gangster," but such a life doesn't turn out as glamorous as he imagined it would. By the end, when he's broke, addicted to drugs, and a marked man, he says "I'm an average nobody. I get to live the rest of my life like a schnook."
This is clearly evident with the title character in the film version of How the Grinch Stole Christmas! (where he's viewed as a sympathetic character for the most part). He's lonely and full of self-loathing (he uses that term exactly) and tries to make up with the Whoos even before his epic crime by accepting Cindy-Lou's invitation. Unfortunately, the mayor kind of ruins that by giving him an electric razor as a gag gift. Seriously, the whole guy's life sucks, and in this case, it's hard to blame him for hating Christmas.
Danny Trejo states that the reason that he tends to play villains who always end up getting killed is to show the audience (especially kids) that bad guys always gets what's coming to them.
A Series of Unfortunate Events For the first few books, it seems Count Olaf will always win, but slowly we realize that he alienated the one person he loved and lost practically all his henchman, all on the hopes of getting the Baudelaire fortune. Guess how well that worked out?
Severus Snape: All of his years devoted to the dark side eventually gained him nothing but destroying the one thing he'd ever loved, although his eventual Heel-Face Turn didn't really seem to do anything to improve his happiness. But he did spend the rest of his life trying to atone for Lily Evans' death. In other words, being a Death Eater sucks.
Draco Malfoy learns this the hard way near the end of the series. There's a big difference between idolizing a "cool" Evil Overlord from a safe distance and being ordered by said overlord to commit murder with the threat of having your entire family killed. Draco also finds out that he really doesn't have it in him to directly kill a defenseless person right in front of him. In Book 7 he learns that he doesn't enjoy inflicting Cold-Blooded Torture.
Also Voldemort himself who is completely incapable of feeling love. he is driven solely on ambition and greed, and does everything he can to ensure that he'll live forever, even going so far as to split his soul into horcruxes which take away more and more of his humanity and cause him to gradually develop a very pale, snake-like appearance, and he becomes very paranoid and frantic as Harry and his friends destroy more of them. By the end of the series he suffers a Fate Worse than Death. Its also shown that Being Evil Sucks for his followers as well who are under the constant threat of being murdered by him if they try his patience in any way. And once they're in, they're in for life.
In Death Star, the gunner who fired the superlaser that destroyed Alderaan, who had always wanted to fire the biggest gun, finds that following orders and actually getting what he'd wished for led to misery beyond his wildest dreams, a personal Moral Event Horizon. He can't justify it, can't either make it less of a crime or blame someone else, and is unable to sleep for guilt and horrible dreams. When the Death Star is in range of Yavin he stalls desperately, hoping that something would happen and he wouldn't have to pull that trigger again. He got that wish.
He wouldn't be able to walk on a street on any civilized planet in the galaxy; people wouldn't be able to abide his presence.
Nor would he blame them.
He couldn't stop thinking about it. He didn't believe he would ever be able to stop thinking about it. The dead would haunt him, forever.
While the Dark Ones in Night Watch use every opportunity to brag about all that freedom, independence and strength The Darkness had given them and to make some lenient remarks on the poor deluded Light Ones who are so very constricted by their rules and who fuss over humans so much... It turns out that vampires are haunted by persistent insatiable Horror Hunger, werewolves have to deal with feats of feral uncontrollable rage once in a while and all the Dark Ones in general live in a world of constant paranoia and distrust towards their own brethren and superiors. Especially superiors who wouldn't even bother notifying that You Have Outlived Your Usefulness before they set up and sacrifice you as a part of their Evil Plan.
Considering that the Light Ones aren't much better (Light One attempts at "social engineering" caused both Hitler and Stalin), and that the Light One commander-in-chief Gezar basically only hasn't given in to suicide because he is so used to scheming all the time that he doesn't know how to do anything else, you could also consider this a very Russian commentary on the evils of bureaucracy and the Cold War. No veteran member of either of the Watches is ever portrayed as genuinely happy with their life, while the one non-Watch dark magician we see is shown enjoying himself in a restaurant with his lovely wife and happy children.
The Chroniclesof Narnia: Edmund Pevensie gets captured by the White Witch, he realizes that satisfying his greed wasn't worth the consequences it entailed for Narnia and his siblings.
Raistlin Majere at the end of the Dragonlance Legends trilogy. He gained so much power and was on the verge of becoming a God only to discover that continuing with his plan would result in the extinction of all life on the planet leaving him only God on a barren world. The alternative was only marginally better.
This is the overarching meta-theme in Middle-Earth. Evil consumes all it touches, leading them to waste their lives before their miserable deaths. This is true from the first Dark LordMorgoth to mortals to Sauron to Saruman. Everyone who gives in to darkness ends up bitterly regretting it, and that's if they're lucky. If they're not, it's And I Must Scream time.
You also see this in Shakespeare's Richard III, where at the beginning Richard says, "I am determined to prove a villain / And hate the idle pleasures of these days." At the end of the play, after, amongst other ill deeds, having his brother and nephews murdered, he remarks to himself:
What do I fear? myself? there's none else by:
Richard loves Richard; that is, I am I.
Is there a murderer here? No. Yes, I am:
Then fly. What, from myself? Great reason why:
Lest I revenge. What, myself upon myself?
Alack. I love myself. Wherefore? for any good
That I myself have done unto myself?
O, no! alas, I rather hate myself
For hateful deeds committed by myself!
In the book version of The Talented Mr Ripley, Ripley gets away with everything. On the other hand, Ripley spends the rest of his life in paranoid fear of the police, wondering if the next cop he sees has figured out what Ripley has done.
In Paradise Lost, Satan makes a big show of being a epic hero who rails against God for His injustices. To himself, however, he admits that he really hates having fallen and knows that he only has himself to blame. In fact, one of the big themes of the book is that the fallen angels cast themselves out of heaven with their own actions. Thus, hell isn't a punishment, it's a result.
Buffy the Vampire Slayer - "Selfless". The whole point of that episode was to show how damaged Anya was following her return to vengeance.
Even soulless vampires are sometimes subject to this—if, like Harmony or chipped Spike, they're Ineffectual enough to be aware that they're Ineffectual. Harmony flat out says it in season four:
Harmony: Being a vampire sucks.
When Faith returns in Season Four it's clear that her hostility is accompanied by deep self-loathing of what she's become. She seemed to be happier with it prior to her awakening, but this is likely because her slide into darkness went in hand with her relationship with her father figure. With him dead all she had left was the knowledge of how badly she'd fallen. Immediately after she leaves the season, she shows up in the first season of Angel attempting Suicide by Cop, but thankfully ends up with a Heel-Face Turn instead.
On Teen Wolf Chris Argent the Hunter is really feeling the bite of this. His sister abandoned the Hunter's Code and committed the mass-murder of a non-hostile family of werewolves and humans, which led to her death in the end. His father ordered the abandonment of the Code and this led to increasingly psychopathic behavior all around. When his wife was bitten by an alpha while trying to murder her daughter's teenage werewolf boyfriend she is obligated by hunter rules, and Gerard's insistence, to commit suicide before she turned into a werewolf. Her mother's death pushes Allison over the edge, and she goes on a psychotic rampage. Then, the real kicker, Gerard, who has been encouraging all this crazy, reveals that he is dying of cancer and that his plan along along has been to use the Hunters to help him capture the alpha so that can receive the bite and become a werewolf to survive the disease, making it fully-clear that he knows he will have to kill his son to do it. Needless to say, Chris finds himself stuck on-side with the werewolves because of how the evil in his family has led to loss and suffering for him and his daughter.
Heroes: Towards the end of Volume 5. Sylar realizes his evil life will leave him alone and unloved. Which sucks. So he went forth to do good and hoped to be forgiven. The judicious application of a Mind Rape taking the form of a Fate Worse than Death by Matt Parkman helped, as well.
In Kamen Rider OOOBeing a Greeed turns out to be pretty unpleasant. Their creator couldn't get them to do anything, so he removed one of the ten Core Medals that make up a Greeed's being from each of them, in order to give them something to want. They came to life, but it's not much of a life. Their senses are dulled, they've got a void of desire they can never fill, and they're incapable of feeling even the most basic of positive human emotions such as love or compassion. Even getting all nine medals back and becoming as complete as they can get, most of the Greeed's ultimate goal, is a pointless effort, as it does nothing to remedy the above problems at all, except let them try to devour humans to feel what humans can, and even then, they're incapable of ever truly being satisfied no matter what they do. Ankh is so far the only Greeed to realize this after being able to experience what being human is like while possessing Hina's brother Shingo, and is increasingly disgusted with himself and frustrated the other Greeed are completely incapable of realizing it.
According to Word Of God, this is the premise behind Once Upon a Time. The Evil Queen's reason for choosing to get revenge on Snow White by casting a curse on the entire fairy tale world is to create a world where she can "win for once." Even there, she is shown to be deeply unhapply and is aware that she has destroyed her life for revenge.
In My Name Is Earl, this is what spurs Earl to create the list. After winning $100,000 from a stolen lottery scratch ticket, he gets hit by a car (and badly injured), losing the lottery ticket in the process, and then his wife divorces him for Darnell and takes the trailer and the kids in the settlement, leaving him with pretty much nothing except the clothes on his back. Then, while doped up on morphine, he flips on the TV and hears Carson Daly talking about (the Theme Park Version of) karma, and decides that the reason his luck has been so bad lately is that he's done a lot of bad things...and that this karma thing will destroy him if he doesn't make up for them. So he writes down a list of all the bad things he can remember doing (some going all the way back to grade school). As he's tackling an item about littering, he finds the lost lotto ticket and claims the money, which he takes as a sign that karma is working for him. He decides to do good things from then on.
Subverted in Voltaire's song "When You're Evil". The last verse sounds almost like the singer is bothered by his villainous ways and longs for some human happiness... 'Almost' being the key word here:
It gets so lonely being evil.
What I'd do to see a smile... even for a little while.
The Who's "Behind Blue Eyes," which was intended to be a song for the villain of Lifehouse, the album that became Who's Next.
The Geto Boys' "Mind Playing Tricks On Me" tells the story of a Gangster who rules his 'hood, makes money, drives fancy cars, is feared and respected...and has been driven Batshit Insane by paranoia: he can't sleep at night, he sees betrayal everywhere, and he's haunted by visions of people he's already killed.
"I Fought The Law" by Sonny Curtis is a song that shows why crime does not pay.
Krika in BIONICLE realized that he and his Brotherhood have done terrible things, but carried on doing them because he saw himself as doomed anyway, and also partly because he had hoped he could sabotage the plan of his leader by being part of it. All his brethren that had been also opposed to the Brotherhood's corruption were executed.
The original and most ancient concept of Karma, before later doctrines, meant action. Hence, doing anything inherently created a new 'self' which was different. Grossly oversimplified, the first victim of wrongdoing is yourself, since you've made yourself into something less than you were.
Similarly, in Christianity and Islam, the wages of sin are death, a weakening of your relationship with God, and eventual damnation if not repented.
Satan himself is supposed to be constantly tortured by his decision. The Divine Comedy even has him imprisoned with the rest of the sinners who betrayed their lords.
In the World of Darkness, you just can't win. Not only does being good suck, but if you decide to go the other way and embrace the dark side, you can look forward to a number of side effects - starting with batshit insanity. Each of the game lines comes with its own drawbacks, lovingly crafted to screw with that particular type of critter.
Vampires: Stronger predatory instincts and a thinner veneer of humanity, meaning the human prey can sense you want to eat them. This tends to make them want to stay away. But wait, that's not all. You're literally going to devolve into a mindless animal if you do enough evil. And moreover your new society consists of assholes and psychopaths, most of whom are way older and more powerful than you and there is that mutual risk of flipping out and killing each other whenever you first meet another vampire. The original Vampire doesn't let you off the hook lightly either. While meetings between two groups of vampires do not devolve into brawls every time, you're still stuck in the society of manipulative monsters, and the power difference between you and the Powers That Be is much greater.
...Unless you happen to be a member of Belial's Brood. Their sacred rites literally make it impossible for them to betray each other, and they just don't care about being human, so that's also a non-issue. Also, if you're subtle enough with your Vice, there's a chance that the transformation into a dragur will not take your mind with it, although you're still a massive dick.
Werewolves: The spirits you're trying to police can tell you're out of balance, and they hate you that much more. You have a harder time performing rituals, and it's that much harder to keep from kill-everything-around-you berserker rage. On top of all that, you tend to develop disturbing obsessions - from breaking every third window you pass to taking a bite out of anyone who looks you in the eye. In the original Werewolf you suffer nothing of the sort and can techically do anything you please. There is just that little problem with the Universe-devouring Big Bad who has a Fate Worse than Death in store for your entire race and you personally, and whose local representatives are generally empowered by evil acts.
Mages: You know that Abyss that hates your magic? The more evil you become, the harder it can smack you around and the harder it is for you to resist it. In the original, you're pretty much free to do as you wish; thing is, there's a horde of Eldritch Abominations seeking to drag reality down into oblivion with them, and their goals are furthered by the spread of evil.
Prometheans: You know that whole "I wanna be a real boy" thing you've got going on? Yeah, well, your ability to comprehend humanity is judged in part by how much you understand human morals. You can be a mad murdering monster, but good luck ever earning a soul that way. Oh, and if you want to create a kid/companion like you who'll help you deal with the loneliness, there's a much better chance the process will go horribly wrong and result in the creation of a bunch of cannibalistic aberrations that wish to devour your essence.
Changelings: A double-dose of insanity; not only do you suffer specific derangements, but your perceptions are more and more skewed by your Fae experiences. Plus, you become more and more like one of the Fae overlords who kidnapped you. Because you'll probably become one if you grow powerful enough.
Demons: To start, you just spent human history in a Hell far worse than humans comprehend. you get out, but the more evil you grow, the more Torment you accumulate, until eventually you become an Earthbound, an Eldritch Abomination without anything resembling sanity. And God will never forgive you in any event.
Sin-Eaters: You find it harder and harder to enter and navigate the Underworld. Kerberoi and geists can tell you're out of sync with your geist, and become more reluctant to deal with you. You also find it more difficult to perform ceremonies. Hit absolute bottom, and you end up as a Meat Puppet for your geist to drag around.
Wraiths: Your Shadow, your resident Enemy Within, grows more and more powerful, working against everything you care about. When it's finally able to take over, you become one of the local servants of Oblivion, and now work to the destruction of everything.
Geniuses: (yes, it's fanmade, but shut up): the you that's actually, well, you slowly dissipates and your personality is overtaken by some strange, unknown and terrifying will that leads you to horrible acts. Also, the Geniuses who haven't given in to Illumination (likely including your friends and Mentor) will hunt you down and kill you. Granted, at that point it could be considered a mercy to you.
The fate of most servants of Chaos in Warhammer and Warhammer 40,000. Sure, the lucky few become immortal and godlike Daemon Princes, but the vast majority is doomed to become consumed by their emotions and end up as blood-crazed berserkers who live only to kill and die in battle, jaded hedonists who have to keep doing more and more depraved things simply to feel something, sorcerors who are forever driven to expand their knowledge in an attempt to reach an impossible goal, or disease-ridden husks who are kept alive by supernatural powers despite their bodies rotting away. That is, if you don't simply end up becoming a mindless mass of betentacled gribblyness because of all the mutations you've been receiving, or simply sacrificed, as cannon fodder, as an experiment, to slate the hunger of ravenous daemons, as a sex toy to rapacious daemons, or simply For the Evulz.
Do enough truly evil stuff in Ravenloft and you'll end up becoming a darklord, along with the requisite powers and your own domain. Sounds fun, right? Except that you're confined to to your realm, you're forever being tormented by the objects of your desire, and the only way to escape is through a Heel Realization. Of course, as the sourcebook states, if you were the kind of person to ever have a Heel Realization, you probably wouldn't have become a darklord in the first place.
The Elder EvilsD&D sourcebook is full of villains like this. A lot of the mortals who are servants of the Eldritch Abominations featured in the scenarios are only such because they have no choice, and are full of self-loathing as a result. Unfortunately, when they show up in the stories it is far too late for any of them to reconsider and change.
Several villains in William Shakespeare plays find this out. Macbeth and his wife find that killing the king so that you can inherit the throne wasn't worth it, and Claudius also ends up learning that same lesson.
Aribeth in Neverwinter Nights turned to the dark side to get vengeance fully understanding that being evil sucks, and counted on the fact that her boss would betray her and kill her because she felt she deserved death for turning in the first place.
Being evil for Darth Nihilus in Knights of the Old Republic really sucked, as indulging his supernatural hunger ate him away from the inside.
Waluigi, even when he doesn´t do something "evil", suffers from this. He is hated by pretty much everyone in the Mushroom Kingdom (including himself), he lives at the constant shadow of his partner Wario, everyone despises or is scared of him and nothing ever seems to go right for him, no matter how hard he tries. In his first appearence, all he ever wanted was to be famous and loved like the Mario Brothers. He trained many years prior to that to become as strong as them. You can guess how that worked out.
Sephiroth has power beyond what anyone can imagine but at the expense of his sanity, memories, emotions and very humanity.
While in the original Final Fantasy VI, Kefka was painted as a psychopath without remorse, restrains or regrets who actively, and successfully, tried to make every bad situation much, much worse, all of it because he found itentertaining beyond reason, the developers for Dissidia: Final Fantasy decided to run with an Alternative Character Interpretation. There he is instead depicted as a man who's nigh-godlike powers have ruined his ability to feel joy to the point where he can only feel it when destruction is involved. The reprise of his well-known, hateful, nihilistic rant about the futility of the world from the original game takes on the nature of a wistful lament, and even as Kefka dies, he laughs. A sad laugh.
In Spec Ops: The Line, Colonel John Konrad had to do horrible, sadistic things to try keeping order in the sandstorm-ravaged Dubai. Throughout the game, he repeatedly talks to the main character, Captain Martin Walker, trying to explain the choices he had to make and forcing Walker to make a few of his own. However, it is later revealed that the guilt Konrad felt for his actions led him to kill himself long before the game even began, and the Konrad that has been talking to Walker and the player is actually a hallucination, a manifestation of Walker's guilt for the actions he has done, like using white phosphorus on a refugee camp. This is an interesting variation, as the protagonist of the story thinks he's the hero charging in to save the day, but he subconsciously knows he's done bad things, and this drives him to insanity, reinforcing the game's central themes: a deconstruction of escapism, an examination of what soldiers go through and how their mental state is affected, and a look at just how far removed modern war shooters are from reality.
Kotomine in Fate/stay night discovered a long time ago that Being Good Sucks but kept trying anyway. After all, even if it brought him no satisfaction he did have a moral compass. And then his Ill Girl of a wife died and he had a chat with Gilgamesh and decided to be evil instead. By the time the story starts, Being Good SucksandBeing Evil Sucks and it pisses him off so much that he attempts to bring a pseudo-Cosmic Being into the world to get some answers. Basically: If being good is supposed to be a good thing, why doesn't he like it? If he should just be evil, why does that feel wrong to him?
Trudy of General Protection Fault loves Nick, but her scheming to take over the world and using him in those schemes ultimately drives him to reject her. In the Bad Future, this leads to her killing him, losing her sanity in the process and hunting down the rebels to "avenge" his death. In what actually happens, she tries to kill him, but is unable to go through with it, and ends up on the run, tormented by dreams of guilt about her actions and by Nick's last disappointed look toward her. After Nick and Ki get engaged, she slips past the Despair Event Horizon and once attempts suicide, but meeting Akhilesh enables her to come to terms with herself and work more toward atoning for what she has done.
Alt-Schlock in Sluggy Freelance learned this far far too late after he'd eliminated nearly all of humanity and created a Crapsack World of only one city who's few remaining citizens are living drug addled lives with no memories and that the only way to maintain it will slowly destroy what's left. He finally shuts off the nano machines keeping himself alive because he's lost everything and doesn't even want to live anymore. Schlock prime is heading in the same direction.
Vriska in Homestuck. Realizing she genuinely felt this way was pretty much her entire character arc.
The Order of the Stick prequel book Start of Darkness details the origins of Xykon and Redcloak. Redcloak eventually learns how much being evil sucks after Xykon makes him kill his brother (who had already tried to run away from Xykon's evil scheme twice).
Voldemort: Killing people doesn't make them like you, it just, it just makes them dead.
Glove and Boots gives us Zombie, who is a nice guy who likes puppies and singing, but by virtue of being a brain-eating zombie, can never be accepted by Mario or Fafa.
In Worm, this is noted by Taylor with regards to being a supervillain. Supervillains don't have the support structure that a superhero does, they have to pull risky jobs, they fight other supervillains in addition to heroes...very few make it big, and while Taylor is one of those few she's been badly damaged by the experience.
Zuko realizes after he averted a Heel-Face Turn that despite having everything he ever wanted, he is dissatisfied with the methods he used to get there.
Zuko's sister Azula learns the hard way that being a Magnificent Bastard may get you all the power and success in the world, but it also means that everyone around you is only there because they're scared of you or were manipulated into it. Unlike Zuko, Azula's pride won't let her admit that she was wrong; the resulting conflict pretty much destroys her mind, though Word Of God claims that it's not totally beyond repair.
The Batman: In the episode "The Apprentice", a kid in Barbara Gordon's class falls in with the Joker. Both have a weird sense of humor, and Joker makes him his sidekick as a mock to Batman and Batgirl. However, when they succeed against the caped duo and the Joker tells him to kill Batgirl, the kid is horrified. He just wanted to make a statement and defy convention, not kill. He wisely bails and the now favorable odds let the heroes beat the Joker.
In the Batman Beyond episode "Joyride", one Jokerz initiate tags along as another member of the gang hijacks an experimental advanced fighter craft. He becomes increasingly horrified as the hijacker goes mad with power and does things like attacking a rival gang armed with nothing but chains and tasers. When he overhears the guy denouncing the Jokerz as a crutch and ignoring Terry's warnings that the craft's illegal nuclear reactor is going critical that's the last straw. He knocks down the lunatic with a folding chair and leaves the Jokerz forever.
Actually, he thought Megatron had screwed up big time and so challenged him for leadership. When that didn't work, he challenged Optimus Primal to a fight to the death. Dinobot would have lost, but Primal spared him, so Dinobot joined the Maximals for his own honour. But he did eventually realise being evil sucks, leading the greatest CMOA /death scene ever.
Rampage is an Expy of Hannibal Lecter, but is clearly aware of what a nightmare his life is ("I regret everything, my sweet."). It's implied at the end that he's also a Death Seeker.
In the Bravestarr episode "Brother's Keeper," Bravestarr captures one of a pair of bandits who are brothers. The bandit admits the life of crime sucked and he's glad it's over, and the only reason he'd kept on with it was to look out for his brother, who is a much more unrepentant low-life.
South Park, in the "Woodland Critter Christmas" episode, Kyle willingly takes the Antichrist's essence into his body, but immediately feels the excruciating pain of "having one's soul on fire". Stan replies with "what did you expect, dude, he's the son of the devil!" "Yeah, but I didn't think it'd be so... dark and evil!" The whole incident however was a Christmas story written by Cartman.
Early on in the second season of Xiaolin Showdown, Raimundo, who had turned on his comrades and subsequently joined Wuya after being denied promotion, has just been rewarded by Wuya for help in restoring her and helping her take over the world with his own personal arcade. He is soon lonely and disappointed that he has no one else to enjoy it with, and pleads his friends when they are captured to join him. Their impending execution finally convinces Raimundo to turn on Wuya.
In "It's Never Too Late", aging mobster Arnold Stromwell's life has become terrible. His marriage is crumbling, and his organization is falling apart due to Rupert Thorne's rise to power. Eventually, Stromwell sees that his own son has become a drug addict as a result of his organization dealing them. At first, he still isn't convinced enough to accept Batman's conditions and make a deal with the police, until his clergyman brother Father Michael (who had saved him from being run over by a train when they were kids, an act that cost him his leg) helps him out of charity one more time, resulting in him finally deciding to retire and turn State's evidence.
My Little Pony: Friendship is Magic: Discord is a Physical God with near-infinite power, and certainly seems to enjoy unleashing chaos on the world whenever he gets a chance. But in all the eons he's existed, he has never had a single friend. When he finally gets one, he's astonished to find that she matters to him more than anything else, and chooses to preserve that friendship by agreeing to use his power for good. Most of the time.