Every single one of Duke's 'facets', aka, the people David finds on his journey, are incredibly pitiable people. Sissi is a sad young woman who is trying desperately to find one last memento of her lost love, D is a well-implemented Jerkass Woobie who has been trying for years to achieve a seemingly Tragic Dream with no support from anybody, and Fluffy is a sweet little boy who just wants his mama back.
David's mother, from her forgetting who David really is to her death soon after her operation cures her insanity.
The entire confrontation on the roof of the hospital when Paul is trying to save David from shooting himself. The tears on David's face and his speech about how he's a worthless, crooked man who will never ever be happy, and the fact that the only way to save David here is to beat him almost senseless, pick either of the other two options and either Paul has to watch his friend die or Paul gets shot, tries to tell David he's a good man despite this, and David then goes and shoots himself anyway. Harsh.
Finding Duke's corpse is a really sad moment, but it becomes a lot sadder in the second playthrough, where David has a conversation with Duke's spirit before Duke passes on.