Beer Guy from Feast (2005). He gets digestive juice vomited on him — something that, by itself, would have eventually killed him. Later on, though, he also gruesomely gets his eyeball pulled out of its socket and suffers massive blood loss as a result, which is another thing that could have easily killed him all by itself. Despite both of these, it is getting his head bitten off that finally kills him.
Jeanne, the sister of the protagonist, also comes across as this to modern teens as well (the ones who do actually understand the rules, anyway).
C-3PO from Star Wars: "It seems we are made to suffer."
Gedevan (the Fiddler) in Soviet cult classic Kin-dza-dza!, to the extent that "Nobody needs the Fiddler!" becomes sort of a catch phrase. All this despite, (or maybe because of), his being one of the only decent people in the whole movie.
Red from Pineapple Express. He takes a number of seemingly mortal wounds and appears to die at least three times, only to wake up or reappear a little later, even more grievously injured than before.
Ash from the Evil Dead series. In spite of his action hero transformation in the third film, he spends most of the series screaming and getting pummeled by deadites.
Andy, the kid from Freddy Got Fingered. In every scene he is in, he gets horrifically injured- either from Gord's antics or the hand of fate.
While the leads of The Hangover already go through much, Phil is the one that suffers the most in both: in the first, he's hospitalized, tased, clawed by the tiger, cracked across the face with a crowbar, is sitting on the side of the car which gets t-boned, and apparently went in altercation involving Wayne Newton. In the sequel, he goes as far as getting shot in the arm (where Phil points that while Only a Flesh Wound, a few inches to the left and he could die!).
Harry and Marv from the Home Alone series, especially considering all the pratfalls that Kevin subjects them to in the films' extensive climaxes.
Much of the humour in The Double is derived from the main character Simon's horrible luck (though he can be The Woobie as well). Between other characters either forgetting about him or being excessively rude to him and the fact that machines tend to malfunction more when he's around, it can be hard not to laugh at all the misfortune he suffers.