Full Metal Panic: The Second Raid. Captain Testarossa has Sousuke Sagara pulled off guarding his Bodyguard Crush Kaname Chidori, as he's the only one who can pilot the Arbalest. When her normally respectful subordinate starts giving her attitude about this, Tessa's frustrations over her job, and Sousuke's devotion to Kaname as opposed to her, finally spill over.
"It's so easy for you, isn't it? You're just going to stand there angry and hold a grudge against me, but I have to look out for the safety of everyone under my command! Do you know how strong the enemy is? Melissa might die out there next time, or Mr Weber! You have absolutely no idea what it's like for me while I'm sitting in that Captain's chair!"
Queen Arika from Mahou Sensei Negima! grew up sheltered but isolated, and maintained a marble demeanor with everyone she met. Near the end of the war twenty years ago, she had to make some very hard choices, resulting in the world being saved but her own kingdom being destroyed, with the survivors scattered. The Megalomesembrian Senate had her arrested, publicly blamed her for pretty much the whole war and sentenced her to death — which she went along with because she figured it would help her people. Good thing the Ala Rubra had a cleverplan.
Emperor Saihitei aka Hotohori of Fushigi Yuugi suffers from this a lot.
Sengoku from One Piece is a very tragic example. He obviously has to do things he doesn't like as befitting his position (Head of the Marines), and even ends up getting screwed by his own superiors when he's not having to handle pirates.
The last straw was the World Government's decision to cover up a mass breakout of Level Six Impel Down prisoners, who are supposedly on the same threat level as the Shichibukai themselves, just to save their reputation. While Sengoku may have done... questionable things (Ohara) over the years, he has always done it for the good of the world, and was intending to send out announcements and wanted posters for the prisoners. However, the World Government's decision to cover up the entire incident all together was so bad that he retired on the spot.
Jean Kirstein from Attack on Titan struggles with the very idea that he's a natural leader, doubting his abilities and whether he even deserves that much power over whether others live or die. This leads to a My God, What Have I Done? moment after he's forced to use the deaths of several comrades as a distraction, and he nearly breaks down while wondering how many more died on his command. It takes the death of Marco, his best friend and loudest supporter to make him accept this responsibility and begin believing in himself.
Commander Erwin Smith has had to make several tough calls regarding sacrificing his soldiers for the greater good but when things go bad, it usually falls on his head, particularly after the failure of the 57th Expedition. He usually has the fortitude to continue on but it's shown that even he has his limits.
In Legion of Super-Heroes (the recent rebooted continuity, that is) then-leader of the Legion Cosmic Boy, thinking he and Sun Boy are in private, decides to cut loose and rant about all the pressure he's under and how much the various idiosyncrasies of the other Legion members annoy him. To his horror, he discovers mere seconds later that the communications channel had been open the whole time and his entire screed was heard by every other member of the Legion. This ultimately leads to a dangerous schism within the Legion, and they only just manage to pull themselves back together in time to defeat the Big Bad.
On another occasion, Cosmic Boy blows up at Saturn Girl and Lightning Lad, telling them about the sacrifices he's made so they can be a happy couple and raise a family, forgoing relationships of his own so the responsibility of running the Legion doesn't weigh as heavily on them.
This is the reason that Morpheus grew tired of his role as Dream and committed indirect suicide.
Surge is made the leader of the New X-Men, and after a string of HeroicBSODs, cracks. A bus full of depowered mutants is blown up right in front of her, she tries to get Prodigy to hate her so he'll leave Xavier's and be safer for it, it doesn't work and he breaks up with her (even after discovering this) and she has to deal with the older X-Men who do not take the younger generation seriously, even though, by this point, they've proven themselves to be a capable team. So when Xavier returns after all of this, she is really pissed off.
Surge: Shut up. Just shut up!
Surge: No! Where was he when we were getting killed!? Well? Where were you when we were getting blown up in buses, or shot in the head, or getting our hearts ripped out?! Where were you when those Purifier bastards came to kill what was left of us in your freaking mansion?!
The last arc of the X-Wing Series comics featured this pretty clearly. Wedge, helping make plans for an operation to rescue a defecting Imperial, accepts that he and his people will be the ones who have to make sure any potential disaster stays potential. They have to fly cover, and if they can't adjust to any surprises... Later in the arc, after things went wrong, the Rebel Alliance Council look over the situation◊ and decide that they can't allocate any more forces to helping their people out◊, to Leia's misery. She'd like to gather up Luke and Han and Lando and pull a Big Damn Heroes moment, but her sphere of responsibility is so much wider now, and she has to apply to other conflicts.
In another Star Wars comic arc, one that shows the men behind the masks in the Imperial army, Lieutenant Janek Sunber is put in charge of setting up defenses by the general. They have to hold against an unstoppable wave of alien natives (an homage to Zulu). During the fighting, while he and his men are falling back, the stormtrooper next to him is hit in the back by a spear. The narration notes that most men, when a comrade near them is killed, feel relief that they were not the one to die. Sunber, on the other hand, feels dismay that he couldn't save the man, that he didn't even know his name, and worst of all, that it doesn't matter, because the rest of the men need him. He even tried to drag the stormtrooper to safety before another officer pulled him away.
Primus of the Omega Men always felt this, often drifting dangerously close to wangst.
Nico Minoru of the Runaways. She ended up with the job only because her ex-boyfriend, the original team leader, betrayed the team and then died. She did okay for a while because she had Karolina cheering her on and Gertrude handling the practical matters. But then Karolina admitted that she had feelings for Nico, and when Nico rebuffed her, she left the team and found love with a Skrull. Karolina later came back, but then Gertrude died and Chase ran away (he came back eventually.) She fell back on Victor for a while for emotional support, but then he cheated on her. Things stabilized for a while, but then the events of "Home Schooling" came along - the Runaways' home got bombed, Old Lace died, 12-year-old Klara suffered a concussion and went berserk, and Chase ran away again and then got hit by a car. Thankfully, Nico somehow managed to pull the team back together in time to deal with Dark Wolverine, but she probably won't be winning any awards for leadership anytime soon.
In Avatar: The Last Airbender - The Promise, Fire Lord Zuko gets to learn that actually ruling his war-torn and demoralized country is going to be more difficult than simply overthrowing his despot of a father. His father, in prison, points it out.
In X-Statix, Anarchist finally got a shot at leading the team after the "Bad Guy" incident wreaked havoc on Guy Smith's reputation. It caused his Obsessive-Compulsive Disorder to get much, much worse, and he hated it.
Forward has Mal get weighed down more and more as the series progresses, feeling greater amounts of guilt as he conflicts with his crew and his past decisions bring extra grief down on them.
In The Service frequently comments upon the fact that an officer must be beyond human frailties and emotions, always having a can-do attitude and a readiness to lead...even when they don't. One of the main characters, asked why he hasn't dissolved into a wreck after a disastrous boarding action saw half of his team killed, responds thus:
I am the commander. There is no more effective way to destroy the morale and mental well-being of my team then for me to crack myself. I am the commander, and I am not allowed to fall apart.
In Tiberium Wars, Commander Karrde regularly feels the weight of the chains when his troops suffer and die for him. On the other end of the spectrum, Commander Rawne feels the weight only when he fails.
Chapter 18 even has a discussion between Commander Karrde and the retired Colonel Nick Parker, who talks about how inhuman war has become, and how he keeps forgetting the faces of all those he's commanded and sent to their deaths.
In A Posse Ad Esse, Dolly starts feeling the cracks even before she truly becomes leader through no fault of her own. She's forced into the role by way of nobody else being mentally capable of or prepared for the position, but she feels incapable of speaking for everybody else and leading everybody in her state of mind at the time (that state of mind being depression playing up and an inferiority complex the size of Germany).
[I get everybody angry at each other, I've just proven I'm an insensitive git... I could barely handle Wood being an arrogant prick. I can't lead you lot on an all-day-every-day basis!]
This applies to Celestia particularly in Diaries of a Madman, where she's often shown to be stressed and isolated by her crown, as well as regularly placed in near impossible situations.
Bait and Switch's Captain Kanril Eleya mentions that, because the crew of her starship numbers over a thousand, it's impossible for her to know all of them. Despite the fact that they all know the risks of serving in Starfleet, she still feels guilty when people she doesn't even know die because of her orders. She rarely lets anyone else see this. See also this exchange between her and her operations officer-slash-boyfriend in The Wrong Reflection:
Gaarra: Something’s wrong? Eleya: Just pre-mission jitters, the usual. Gaarra: You’re worried? Eleya: I’m captain of the ship. It’s my job to be worried.
Films — Animation
Mufasa, in The Lion King, explains to his son, Simba, that being King is a lot more complicated than 'doing whatever you want'. After Mufasa's untimely death, the exiled Simba adopts a philosophy of 'Hakuna Matata' (No Worries) with his new friends Pumba and Timon, but comes to accept his responsibilities, fight for his homeland and those he loves, and be a responsible and worthy King.
Kirk spends much of Star Trek Into Darkness coming to terms with his fear of failing the crew he's supposed to be leading.
Prince Karl Heinrich spends much of The Student Prince in Old Heidelberg wishing he could have fun with his friends or be happy with the barmaid he's fallen in love with, but the duties of being Crown Prince keep calling him back.
Into The Storm shows the harsh decisons of leadership take quite a toll on Churchill.
The story of the sword of Damocles is an ancient anecdote, memorably told by Cicero about Dionysius II, who was the tyrant of Syracuse in the 4th century BC, and one of his courtiers, named Damocles. Damocles said that with all of his wealth and possessions, Dionysius must be the most fortunate man who ever lived. Dionysius offered him to try his fortune, and he accepted. Dionysius held a banquet where Damocles was treated like a king, and felt happy...until he looked up, and saw a heavy sword over his head held up by single horse-hair. This sword, which could fall at any time, was put there to symbolize the constant fear and potential danger that Dionysius faced as a result of his power. Damocles didn't notice all the wealth and beauty around him anymore, and begged the tyrant to let him go, because he no longer wanted to be fortunate. Older Than Feudalism.
Keladry learns about it when she commands a refugee camp, having to hide emotional displays (even more than she usually does) and deal with a myriad of problems, from the huge (how to defend the place with a handful of trained soldiers) to the petty (dammit people stop bickering). She also makes sure she takes a turn doing the muckiest jobs in camp so no one else can justify refusal.
King Jonathan and his son Roald are also hit with it. Jon has to walk a political tightrope so he can make reforms without inciting conservatives, mages, temples, and commoners to rebel, and he can't go near the Scanran border without his top general scorching his ears for putting himself in danger. Roald has similar problems—as page and squire he's very careful to avoid creating a clique and in the war he's barred from the front lines, plus he has to put off his wedding.
Prince Josua from Memory, Sorrow, and Thorn. He dislikes it so much that in the end he gives over to Simon and becomes an Innkeeper. Gladly. Simon seems to like the taste of power better.
At the end of C. S. Lewis' A Horse and His Boy, Prince Corin is overjoyed that his twin brother has returned so that he doesn't have to become king himself. His twin brother, who up to now had thought of himself as Shasta and not Prince Cor, had not expected this reaction and wasn't sure he wanted to be king either. Their Father King Lune then gives a speech on what it means to be King.
Jake from Animorphs. It is very understandable, given that he's tasked with fending off a secret Alien Invasion of brain slugs (whose human hosts include his older brother) and his only allies are a bunch of kids like him, an alien warrior cadet and a race of Actual Pacifist androids. Exemplified when Rachel acts as leader for a short while and experiences the same issues, making her wonder whether being leader was the enviable position she once thought it was.
The instructors at Command School do this on purpose to Ender in Ender’s Game. They in fact deliberately engineer scenarios both inside and outside the simulator to teach Ender that he can never count on anybody but himself to help him.
That is one of the most defining characteristics of Samuel Vimes. Actually, there is no reason for him to be a Commander of the Watch... except that he's damn good at it.
There's also Pteppic of Terry Pratchett's Pyramids. Although this is exacerbated by the fact that not only does he feel responsible for his people, but also he has absolutely no power despite being the king. And nobody bothers telling him. When he finally gets the enormity of the lie he's expected to live, he naturally absconds.
Emperor Gregor Vorbarra, in Lois McMaster Bujold's Vorkosigan Saga. He's been emperor since the age of six. He hates every second of it and would give quite a lot to pass the job to someone else, but there isn't anyone else whose appointment wouldn't encourage civil war, and his sense of responsibility keeps him firmly in place. Pretty much a male The Woman Wearing the Queenly Mask, in fact.
He seems to be more comfortable with the position in the later books. Being Happily Married no doubt helps.
Subverted by Gregor's ambitious (but not too ambitious) foster brother, who frequently complains about the inefficiency of democracy and declares that he much prefers a "clean chain of command." (Though only when he's at the top).
Horatio Hornblower of CS Forester's series of novels has this as a defining character trait as he rises through the ranks. He exhibits a much milder (and somewhat more palatable) form of it in each of the miniseries based on the novels.
In the Aubrey-Maturin series, Jack Aubrey occasionally ponders the depth of isolation imposed upon captains by regulation and social etiquette. Thankfully, he enjoys the relatively uninhibited companionship of his particular friend Dr. Maturin, who has an ambiguous position with regard to aforementioned regulations. In The Mauritius Campaign it's noted that the officers in the RN refer to their uniform buttons as "The Curse of God", in acknowledgement of the decisions sometimes forced upon them by their responsibility.
Wedge Antilles sometimes falls under this trope, mostly when pilots under his command are dying. He does have to write the letters back to their families and takes a little comfort that It Never Gets Any Easier.
Mon Mothma, Garm Bel Iblis, and Bail Organa were the three most significant members of the Rebellion until Organa's death at Alderaan. After that, Iblis got uneasy about the way Mothma was directing things and left to make his own Rebellion. The events of The Thrawn Trilogy let Iblis see things differently.
Iblis: After all these years, I finally understand why she does things the way she does. I've always assumed that she was gathering more and more power to herself simply because she was in love with power. But I was wrong. With everything she does there are lives hanging in the balance. And she's terrified of trusting anyone else with those lives.
All the pieces of [Leia's] life these past few years fell suddenly into place. All the diplomatic missions Mon Mothma had insisted she go on, no matter what the personal cost in lost Jedi training and strained family life. All the trust she'd invested in Ackbar and a few others; all the responsibility that had been shifted onto fewer and fewer shoulders. Onto the shoulders of those few she could trust to do the job right.
In Solo Command, General Han Solo shows a bit of this while commanding the task force sent after Warlord Zsinj. There's mention that all he could do was issue orders and hope they were so good that not many of his people died. They were never so good that none of his people died. Never.
In Gav Thorpe's Warhammer 40,000The Last Chancers novel Kill Team, Kage, having personally selected and trained the team, tries to persuade himself that if they fail or get themselves killed, it will be their own fault, but is unable.
In William King's Warhammer 40,000Space Wolf novel Grey Hunters, Ragnor feels this strongly when he receives a Field Promotion. Especially because one of his new subordinates was a man he had long hated and wanted to kill. He wonders whether, if this man died, he could tell whether he had done all he could or had secretly wanted him to die.
In Wolf's Honour, Mikal feels heavily burdened by the role that fell on him when Berek was gravely wounded. He sees the unconscious leader and asks why him and is enraged when he realizes that the skald, Morgrim, listened to him. When Morgrim says that he will describe this as a warrior paying respects to his lord before battle, Mikal can not believe him and confesses to his doubts. Morgrim assures him that Berek felt the same way and that having not shirked his duty, he has not failed.
In Sandy Mitchell's The Traitor's Hand, Ciaphas Cain explains his friendship with the general this way: it gives the general a chance to socialize with someone outside the chain of command.
When I was a fighting man, the kettle drums they beat, The people scattered gold-dust before my horse's feet; But now I am a great king, the people hound my track With poison in my wine-cup, and daggers at my back.
Councillor Arfarra in Yulia Latynina's Wizards and Ministers. He was literally dragged out of his guilt-filled exile under extraordinary circumstances and then more or less had to take control of the empire because it was obviously going straight to hell.
Heavy lies the crown for any poor sap born into the Atreides bloodline.
Survivor's guilt and assorted associated emotions send Honor Harrington into nearly crippling bouts of depression on several occasions.
King Glyn the First in the Deverry novel Darkspell.
In Assassin of Gor Marlenus of Ar has to exile Tarl as punishment for his actions in the first book even after declaring Tarl a hero and friend. The decision is greeted with dismay even by Marlenus's adoring and loyal subjects, but as Ubar of Ar it is beneath his dignity to so much as explain his decision. (One of his trusted advisors has a quiet word with Tarl afterwards, acknowledging as he does that Marlenus would be angry with him for piping up.)
In The Qualinesti, Kith-Kanan's thoughts reflect the trope pretty much word-for-word: "He had given up his freedom to roam when he accepted the throne of Qualinesti. After all these centuries, he finally understood how his father, Sithel, had felt before him. Bound up in chains like a prisoner. Only a Speaker's chains weren't made of iron, but of the coils of resposibility, duty, protocol."
Kimball Kinnison does a thorough job of kicking himself in the rear after a wrong assumption about just what he was facing caused the deaths of several Patrol members.
In the HaloExpanded Universe - Fred-104, Master Chief's second in command, suffers from a mild bout of this when he takes the rest of the SPARTAN-IIs down to defend the planet Reach. It doesn't help when four Spartans die in the initial drop - the most to die in a single mission in the unit's history.
The titular prince becomes this once he realizes that the Marines guarding him are people who have their own problems. It's bad enough while he's on Marduk but things become infinitely worse once they get off-planet and discover the real situation back home. By that point, there are so few of the Bronze Barbarians left that he's fanatic about keeping them safe and will do anything to reduce casualties on his side. His advisors are so concerned about this that they talk to his Bodyguard Crush to make sure that she'll serve as his "prosthetic conscience" to make sure that he doesn't just roll over the opposition with More Dakka when a less-violent alternative is feasible.
Roger's fiancee has the same problem; As the advisors point out, both softly and loudly, her sacrifice is to marry Roger and live in a protected fishbowl for the rest of her life — no matter how hard that is for her, because it's her duty to the Empire.
In Jerry Pournelle's Falkenberg's Legion, Falkenberg instructs a friend and fellow officer that "The reason command has no friends isn't to keep from having to send friends to their death. Command has no friends because sooner or later you'll have to betray your friends or your command."
Early in his career Falkenberg abandoned his wife to stay with his regiment.
This becomes a (frequently) recurring motif in Tom Clancy's Jack Ryan novels once Jack Ryan ascends to the Presidency.
In Ghost Story, Harry Dresden Nearly has a break down when he realizes that the choices he made in the previous book (leading his friends into a battle against the entire red court to save his daughter) may have been wrong, and caused more harm than good. Killing Susan to destroy the red court may have gotten rid of many evil monsters, but the power void left over means that equally bad things are scrambling to take the Red Court's place. The result is a chaotic unsafe world, where even the normals are noticing something bad is going on. Harry sees his friends suffering and can feel nothing but guilt.
King Robert Baratheon either fits this trope or is a subversion, as he leaves most of the ruling to his Hand while he drinks and whores. Ned stark plays this trope completely straight though. He becomes said Hand just because the king commands him to do so, although he would rather stay home and govern his peaceful land instead of the whole realm.
Ned's son Robb also starts to suffer from it when his bannermen declare him King In The North.
Cersei Lannister in book 4: with the deaths of Joffrey and Tywin, and her underage son Tommen sitting the throne, she is (at least on paper) the most powerful person in the Seven Kingdoms. It makes her go through Sanity Slippage.
The whole point of the Iron Throne is that it is an incredibly uncomfortable chair, meant to symbolize the difficulty and hardship of being king. The problem is, the only one of the various contenders who understands that is Stannis and he believes that being Robert's heir means he has to take the throne, no matter how much he may or may not want it.
In The Hermetic Millennia, Menelaus feels responsible for everyone in the Tombs.
In the Codex Alera book Princeps' Fury, Gaius Sextus gives a rather impassioned (for him) speech about the incredible amount of Dirty Business he's had to do over the years, not to mention the general stresses and downsides of his office, in order to keep his realm together and allow his people the luxury of not having to take his choices. He then goes on to add that if he really hated his main political opponent as an enemy, he'd hand him the crown himself and retire.
In Warrior Cats, the Clan leaders realize that they may have to make some difficult decisions. One character points out that Onestar especially was hit hard by this: he's had to break old friendships to prove that his Clan stands alone. Firestar himself realizes in The Darkest Hour how hard it is to be a leader, because he realizes there's a chance that his entire Clan may be killed in battle because of his choice.
It is good to be a chieftain when ale is passed around or spoils are divided, but worse when sharp thinking is needed and plans are to be made.
In Jack Campbell's The Lost Stars novel Tarnished Knight, Drakon calls Iceni on her apparent position of complete pragmatism: why did she stay in the system with the aliens' attack impending, then? Iceni instantly says because she was responsible.
The Caine Mutiny is almost This Page: The Novel. It's implied that it's what caused Queeg to go off the rails. The captain before him was somewhat eccentric; the one trained to replace him laments that he walks a razor's edge of correct decisions, with 100 manslaughters on either side.
Discussed all over the place in the Heralds of Valdemar series, with every good ruler (including mercenary Captains like Kerowyn) feeling the pinch of isolation and responsibility for their people. In Valdemar, the position of Monarch's Own Herald is explicitly to give the King or Queen one person around whom they can relax and be themselves; one Herald they can trust completely and come to for brutally-honest advice.
Star Command: Shane Ridnaur explains this to a cadet. The commanding officer is alone and must appear invincible to encourage confidence among the crew. Also titled “In the Fold”. (This is a tv movie and not a film, therefore it belongs in the live action TV folder.) 
Babylon 5: in several episodes the characters talk about the miseries of command.
Ivanova has had several stories focused on this when she's put in charge in the absence of Sinclair or Sheridan. Usually these are B stories that play up her Straight Man character against the ridiculous demands of Babylon 5's diplomatic mission. Fairly often, Hilarity Ensues. Also, a recurring theme with Marcus Cole, her liason with the Rangers (and love interest), is how he feels she needs to be comfortable delegating some of her responsibility so she can tend to her own personal well-being.
Delenn is so much The McCoy that it is impossible for her to have the job of being a stateswoman without suffering considerably from this. The unusual nature of the circumstances demanded someone like her. But it definitely came at a price as we see in those times when we catch a glimpse Beneath the Mask.
Wings: after Joe leaves Nantucket in 'Joe Blows' due to being overworked, Brian discovers how difficult it is to operate a business.
President David Palmer of 24 is a lot like this. President Allison Taylor more-so.
The West Wing's President Bartlet frequently finds himself feeling the full weight of his authority, especially when what the job calls for goes against his personal beliefs.
Tony Soprano is very savvy about this issue and warns Dragon Ascendant Johnny Sack, who'd quickly fall victim from it, about the chains.
Tony struggles with the position and is unable to decide which he feels more strongly: the stress or the benefits of being mob boss.
Tony:All due respect, you got no fuckin' idea what it's like to be Number One. Every decision you make affects every facet of every other fuckin' thing. It's too much to deal with almost. And in the end you're completely alone with it all.
Silvio doesn't last more than a few days as regent because the responsibility quickly takes a toll on his health.
Though most of the time Firefly's Malcolm Reynolds doesn't show the stress that his job as Captain of the good ship Serenity would foist on him, there are a few occasional moments where he does show that weight of responsibility, particularly in the Big Damn Movie.
Simon sometimes seems to feel guilty for not being a "good enough" (My word!) big brother, not least for having twinges of regret in River's presence. It must be awful having a little sister who can read minds.
Long story short, pretty much every captain from Star Trek feels this at some point. This includes all the spin-offs, and even one shot captains often wind up feeling the burden of command before their spot is over.
Janeway started to embody this trope over the course of Voyager. Entire episodes would revolve around her being forced to make tough calls about whether or not to compromise the Federation's ideals in order to help get Voyager home.
Sisko lives and breathes this trope from day one. He has to deal with the volatile and extreme politics of Bajor, the machinations of the Cardassians, the Dominion War, his role as Emissary to the Prophets, an (initially) uncooperative First Officer and the difficulties of single fatherhood on top of his regular duties as the commanding officer of Starfleet busiest and most strategically important space station.
Really, this has been in Trek ever since the very first pilot, where Captain Christopher Pike discusses the possibility of resigning, tired of being responsible for the lives and deaths of his crew.
One episode of Next Gen features Troi taking the Bridge Officer's Test, which she keeps failing until she realizes that the win condition is saving the ship by sending a virtual crewman to certain death.
This in turn ties into an earlier episode where, due to an accident, Troi is stuck as the senior most officer on the bridge but her rank was conferred based on her counselor position, not her technical or command experience. So she has to rely on the junior officers to explain the situation to her and make a gut call which, based on the above latter episode, she made wrong. Its only by luck that her decision didn't get anyone killed, something that she acknowledges which is what leads her to seek that Bridge Officer qualification later on.
Another episode of TNG has Picard set finally this aside to join the bridge crew's poker game. Riker tells him he was welcome all along.
General George Hammond of Stargate SG-1 has it tough as head of Stargate Command. He has to juggle the conflicting issues of his SG teams and their safety, the Air Force, the President, other politicians, and of course, the safety of the Galaxy as a whole. The point is driven home when Jack O'Neill is promoted and takes over for Hammond and almost quits because "he can't fill Hammond's shoes".
Same thing with Dr. Weir, Colonel Carter, and Mr. Woolsey during their respective times as the leader of Atlantis. While the IOA likes to interfere and chew them out for not following protocol, they always refuse to make decisions, instead leaving the leader to make the tough calls and then deal with being chewed out for making said tough decisions (vicious cycle, no?)
Later in Stargate Universe, Jack O'Neill chews out Col. Young for hesitating and making the wrong (no) call, pointing out that literally moments ago Col. Carter left two people to die so her ship and crew would be saved.
Buffy often felt this way about her calling as the Slayer making her feel different. It bordered on what could be considered supreme egotism sometimes and when faced with one very tough decision about whether to kill Anya for restarting her vengeance demon ways she claimed that the Scooby Gang was not a democracy, that she's the slayer and eventually all the tough decisions come down to her. I believe the line "I am the law" was even uttered.
The Scoobies finally revolt late in season 7 when they disagreed with one of Buffy's conclusions. She was right, but her attitude about it certainly worsened matters.
Faith later confesses to Buffy that while she was in charge, she felt it too.
William Adama. Seeing as how the military affairs of all that's left of mankind are in his hands...Also, Laura Roslin as a non-military example.
Forty seconds, sir... All I've needed... was forty seconds...
In one of the more humanizing moments for Dr. Kelso in Scrubs, he puts Dr. Cox in charge of trying to figure out how to balance the budget without firing someone. Much to Cox's chagrin, he can't, and Kelso points out that he doesn't (always) make his decisions because he's a jerkass; sometimes, it's the only way to keep Sacred Heart running.
Another great Kelso example is the end of an episode where J.D. shadows him all day trying to find something nice to say about him (but fails). Specifically on that day, Kelso put a rich patient ahead of a poor one for an experimental medical treatment that was his only hope (because the rich guy will now donate tons of cash to the hospital, allowing them to continue offering medical care to homeless and uninsured pregnant women). Kelso acts like it was an easy call that doesn't bother him, but the episode ends with him letting his guard down with nobody around. He looks incredibly shaken and forlorn as he walks to his car.
Dollhouse's Adelle Dewitt feels this trope pretty hard, though most characters are unaware of how much it weighs on her, thanks to her Queenly Mask.
Not that modern monarchs do much actual "commanding," but the young King Richard in The Palace struggled to reconcile his role as monarch with his political views, love life, and so on.
Subverted in Blackadder's Christmas Carol when Ebenezar Blackadder sees if he becomes bad his descendants will rule the Universe, the Ghost of Christmas Present's reaction is 'Maybe... Maybe... But would you be happy? Being ruler of the universe is not all it's cracked up to be - there's the long hours... I mean, you wave at people the whole time. You're no longer your own boss.' It doesn't work.
Rear Admiral A.J. Chegwidden of JAG has clearly has a difficult job as Judge Advocate General of the Navy, reconciling the often disparate interests of justice and policy-makers, not to many the many eccentric and unpredictable people under his command.
"Try out my chair, Commander. My guess is it's going to be yours in a couple years. Go ahead, Rabb, it's not gonna turn you into a growling old salt. You'd have to grow a couple stars for that."
Aaron "Hotch" Hotchner of Criminal Minds can be seen often second guessing his own decisions. The best example is in the second part of "The Fisher King", where, after scolding Agent Anderson for not staying with Elle after driving her home causing her to get shot, Hotch laments how he forget to tell Anderson to specifically stay with her after driving her home.
Rome. After a slave brings Pompey a message that Caesar's army is advancing, he's faced with a decision: should he fight or flee? Pompey then gives a monologue saying how envious he is of the slave, who has all his decisions made for him.
Israeli satire show Eretz Nehederet aired this skit before the winner of the 2009 elections was declared. It featured a group of former Israeli prime ministers singing a song to both candidates, aimed at the winner-to-be, detailing how awful life would be after they get the job. Subverted by Shim‘on Peres, who would still like to be the prime minister again in spite of everything.
Coldplay "Viva la Vida": "Who would ever want to be king?"
Henry feels the full effect of this as he wanders through the camp in disguise on the eve of battle listening to the concerns of the ordinary soldiers in Shakespeare's Henry V. He soliloquizes about it after.
Upon the king, let us our lives, our debts, our souls, our care-ful wives, our children, and our sins lay on the king. We must bear all...
His son, Henry VI also has a similar scene in one of his own plays, but unlike his father, Henry VI can't handle it and ends up overthrown and murdered.
Henry VI wasn't all there to begin with, and Shakespeare didn't gloss over it all that much.
Henry V's father Henry IV also felt this way, as he'd seized the crown from the unworthy Richard II in a popular revolt and wasn't sure he was up to the task of being king.
Richard II himself thought (and talked) about this a lot too. It was one of Shakespeare's favorite "king" tropes.
A video game example: Mass Effect 1 has two missions where you have to make a very, very unpleasant choice. First, you get to choose which of your human squad members dies. There is no way to find a third option: the one you choose to leave behind will die spectacularly. And then in the downloadable content, you can either let the terrorist who is trying to drop an asteroid on a multi-million population human world go, or he'll kill the three miners that he took hostage on the asteroid. You cannot talk him out of it and you cannot disarm the mine before he sets it off if you choose not to let him go.
Comes to a head for the player in Mass Effect 2, where during the final mission, if you make the wrong decisions for the various jobs and tasks, your crew members can get killed one by one.
For an NPC example, Ronald Taylor tried to invoke this trope as an excuse for his flying leap over the Moral Event Horizon (basically, he got stranded on an alien world, and killed most of the men and forced the women in his crew to serve as a harem). If you choose the Paragon option, Jacob calls out his father as being a horrible, selfish man who didn't make the best of a horrible situation, but rather turned a horrible situation to his advantage at the expense of his fellow human beings, and only called for help when the situation became untenable. He then disowns his father.
This is arguably the driving theme of Mass Effect 3, along with the theme of sacrifice. Garrus and Shepard have a conversation at one point talking about the "ruthless calculus" of deciding who lives and who dies, and party members will express concern about Shepard throughout the course of the game as the weight of the decisions s/he has to make in the war against the Reapers take their emotional toll. Towards the end of the game, when Shepard fails on Thessia and the Asari homeworld is completely lost, s/he very visibly cracks under the strain,and it just gets worse from there.
Final Fantasy VI has the royal Figaro brothers, princes both. When their father died neither wanted to take the throne, and the succession was settled by a coin toss. Edgar threw the coin. Sabin got his freedom. The coin was double-headed.
The reasoning behind the King's plan, and Strong Bad becoming a literal Chessmaster in Strong Bad's Cool Game for Attractive People, Episode Two: Strongbadia the Free.
Mitsuru Kirijo of Persona 3 feels these all too keenly, though some of it is self-imposed. She is the club leader of SEES, the sole force capable of fighting Shadows, and is thus directly in charge of the battle against them as well as responsible for the welfare of the team. But more than that, she is mercilessly driven by the guilt she feels as heiress of the Kirijo Group, who were responsible for their creation in the first place. Or so it seems. After her father's death, she breaks down entirely, because it was his guilt she worked so hard and sacrificed so much of herself to erase. With him gone, she sees no point in anything. Harsher in Hindsight when you realize Takeharu, though clearly a caring parent, never knew the depth of her love and devotion to him; he merely chastised her for feeling guilty over something that wasn't her fault and trying to do too much on her own.
Fable III beats the living hell out of the player with this trope. As the Prince or Princess of Albion, you spend the first half of the game gathering allies to overthrow your tyrannical brother, promising them that you will make things better once the throne is yours in return for their support. Then you discover exactly why Logan ruled his kingdom with an iron fist; he knew an Eldritch Abomination would be at his doorstep within the year, and had to impoverish the rest of the country in order to fund the army that would save it. You then have some very difficult choices to make if you're trying to be a good leader; if you keep all your promises and dig deep into the treasury to improve the country, its people will be adore you and be happy - for one year before being annihilated, but if you scrimp and save on everything to fend off its impending doom you'll be a traitor, oath-breaker and hated throughout the land - but your kingdom will live on even though its people despise you. Logan suffered under the same weight of command. His quote from the Fable III page isn't a Caligula-esque rant. It's a statement of absolute fact.
Somewhat subverted in that the gameplay mechanisms allow the player to Take a Third Option in relatively painless fashion: just let the game run long enough for real estate income to compensate for the losses you'd take, and you get to keep all your promises to your allies without sacrificing a single life.
Deconstructed with Ranger Chief Hanlon in Fallout: New Vegas. The stress of overseeing a long war of attrition he sees as ultimately unwinnable causes him to start faking contact reports in order to demoralise his own side, so they can get on with losing it decisively enough that they'll be driven out of the region. If the player chooses to reveal this, he kills himself.
Baron Wulfenbach from Girl Genius finds ruling his empire tiring and doesn't want it, but he's the only thing preventing Europe from collapsing into blood-soaked anarchy. Here and here. He also punishes someone who has displeased him by putting him in charge of a city. Admittedly, it includes the threat of being sent to Castle Heterodyne at his very first slip-up. Later, we catch up with him in Castle Heterodyne.
One of the key themes in Kubera is "Who do the gods pray to when they are in despair?" It's implied that more than a few problems (such as the god Kubera's plan that kickstarted the plot, or the Nastika Gandharva's desperate attempts to save his clan and find his daughter) happened solely because the primeval gods disappeared, leaving the other gods and god-like beings with no idea what to do, and no one to go to for advice.
The lord in A Caution to the Wise, a story in The Wanderers Library, has only one lament : "If only I were free!"
Rattrap was put in charge of the Maximals once Beast Wars. He categorizes this responsibility as "a pain in the tail," and is perfectly happy to turn command back over to Optimus Primal.
And even Optimus Prime feels it now and again. In one episode of Transformers Prime, for example, Bulkhead notes that he's never seen Optimus laugh... Or even smile.
Leonardo from Teenage Mutant Ninja Turtles (2003) suffers through this, and it becomes the focus of his character arc during the first half of the fourth season.
Ahsoka has to learn this lesson when she loses her squadron of pilots in Storm over Ryloth on The Clone Wars.
Commander Walsh from Galaxy Rangers, especially in "Supertroopers." He was in charge of the Super Soldier project, and it blew up in his face.
Wildwing from The Mighty Ducks when he was put in charge by Canard, just before he disappeared.
Homer Simpson, of all people, invoked this trope to cheer Bart up when he was bitter about losing the election for class president. Homer points out that Bart would have had to do a lot of extra work without getting paid, and he wouldn't even have been able to do anything cool because of it. When he realizes just what he would have had to put up with if he'd won the election, Bart actually feels a lot better.
Aqualad from Young Justice ever since episode six has expressed that being leader is a burden. He has repeatedly attempted and thought about giving up leadership because his actions. During the episode "Disordered" he had accepted leadership after he explained why his team mates can't handle it: "Artemis is too secretive and untrustworthy of others, Superboy is too angry, Kid Flash is too impulsive, Miss Martian is too eager to please everyone and Robin is too young for the burden."
Robin may also count too. In "Failsafe" after Aqualad's (temporary) Heroic Sacrifice, he had to take control and intentionally sent Superboy on a suicide mission and the choice devastated him. He admits to Black Canary that he doesn't have it in him to pull off a Good Is Not Nice and he doesn't want to be the next Batman.
In season two, Robin, now Nightwing, is leader of the team and is definitely feeling the weight of the choices he has to make. Even worse is that he seems to be pulling off Good Is Not Nice, and hates every minute of it.
In the Gravity Falls episode 'Boss Mabel', Mabel gets to run the Mystery Shack for three days while Grunkle Stan goes on vacation. By the end of the episode we learn that when your employees are The Slacker and a Man Child, the only way to get things done is to get tough, and Mabel is more than happy to let Stan have the reins back.
Say what you will about modern political leaders, but many of them live their lives in a fishbowl and are ruthlessly scrutinized by the media, their political opponents, and online bloggers. Even the smallest mistakes and misstatements can blow up in one's face, particularly in the modern age when blogs, Twitter, and other online media can spread news almost immediately. It gets worse when you consider the level of personal venom some commentators direct at them, which in some cases would be grounds for slander or libel if made against a private citizen. And then there's what happens if your family gets dragged into it...
Nicholas II, the last Tsar of Russia, suffered from this during World War I, when he became so overwhelmed with the task of trying to run the Russian Empire during a time of war that it took a serious toll on his physical health. As noted by biographer Robert K. Massie in his seminal book Nicholas and Alexandra, being deposed as the Russian Emperor actually had a fringe benefit, as it freed him from the stresses of running the country. Life in captivity wasn't exactly pleasant, and it got worse after the Bolsheviks seized power, but Nicholas' health did recover once he no longer had to put up with the headaches of running a country so huge it made up one-sixth of the world's landmass.
In Russia, you could notice that in Boris Yeltsin's interviews around a year after resignation he looked way better than five years prior, after the election for the second term (not even to mention a year before resignation). Removal of the strain made him look somewhat younger with time..
Presidents of the U.S. tend to age rapidly in office. Political diarist Alan Clarke thought that public office aged you several years for every one calendar year, and he was not even in a very important post at the time. A good visual example is Bill Clinton. His hair has been completely gray for so long that most people forget that when he was elected in 1992, his hair was a dark blonde. By the time his first term was up, the man had visible bags under his eyes, and his hair was completely gray.
A President who aged before taking office was arguably Ike, due to serving as Allied Commander of the European theater. The stress of leading allied forces against a well-trained military force drove Ike to drink and smoke constantly. And he took the duty seriously: A letter was found after D-Day that Eisenhower wrote in case the Normandy landings failed where he asked to take full blame (even though the landing was successful, the letter is still considered an excellent example of leadership). By the time Ike was President, he wasn't in the best of health.
When James Buchanan left office, after failing to prevent the Civil War and seeing the division of the Union, he told Abraham Lincoln, "If you are as happy to be entering the presidency as I am to be leaving it, then you are a very happy man."
Lincoln himself reflected on this; "Nearly all men can stand adversity, but if you want to test a man's character, give him power."
During his first term in office, Grover Cleveland met a five year old Franklin D. Roosevelt in 1887 and is supposed to have said to him, "My little man, I am making a strange wish for you. It is that you may never be President of the United States."
Thomas Jefferson was quite happy to retire after his second term of office. In a letter that he wrote to his friend Pierre Samuel du Pont de Nemours shortly before his departure, he stated, "Never did a prisoner released from his chains feel such relief as I shall on shaking off the shackles of power."
For a British example, compare Tony Blair before and after his time as Prime Minister; you'd never believe he was only ten years older.
In his book Bastards and Boneheads, Canadian historian Will Ferguson provides a list of quotes from the Canadian prime ministers that all pretty much say the same thing: Canada is an extremely difficult country to govern. Ferguson's book was written while Jean Chretien was in office, but one could argue that Paul Martin and Stephen Harper would add their quotes to the list if they were asked about it.
It should come as no surprise that military officers in general (or at least any decent, self-respecting one) deal with this on a regular basis. Given the lives of the men under their command, logistics, the orders they give and the realities of war, they have to bear it. The ups and downs of rank is summed up with two complementary sayings which, in the tradition of the US military, are expressed via an acronym: RHIP. Rank Hath Its Privileges, and Rank Hath Its Problems.