Players. You start as a mentally broken Asylum prisoner and have to fight your way out of it. No matter the cost. No matter the many deaths that ensue. Throughout your quest, you meet several NPCs, some of which are also Woobies, and often have to witness their misery unfold without being able to do anything to save them. By the end of your journey, you eventually realize that your quest might have been a big, fat lie forged by the serpents to satisfy their personal agendas, and one ending literally condemns you to eternal suffering - as fuel for the First Flame.
Priscilla the Crossbreed. Her whole existence is misery upon misery, and all because she was born different. Even appearing as a boss, she asks the player to simply leave and offers you the exit from her world. She points out that you have no reason to be there. Based on her backstory, she is possibly one of the most innocent creatures in Dark Souls, and there really is no moral justificationfor killing her. Even her final words can only ask why you did it.
The Daughter of Chaos. You need the Old Witch's Ring, but if you don't feel absolutely horrible listening to Daughter of Chaos, who is so overburdened with eggs that she can't move and is in constant pain, talking about how her children died (you can see the bloody eggs all around her) and how much it hurts with that fragile and pained voice, chances are you're already hollow inside. They really drill it in with her repeatedly saying how she'll be fine because at least she has you, her dear sister...
You also can't forget Rhea of Thorolund, an inexperienced cleric who is tasked with a mission to venture into the hellish Tomb of the Giants. The player can later find her there cowering in a corner, filled with forlorn despair as her knights have Hollowed and she has failed with her mission. She can make it out of the Tomb and set up shop in a church, but she will either be killed by a knight who abandoned the mission or be abducted by Channelers and brought to the Duke's Archives to be turned into a Lovecraftian monster called a Pisaca. In the latter situation she will go Hollow and when you find her you'll be forced to kill her yourself.
Anastacia of Astora, the mute and cripped Firekeeper of Firelink Shrine. Her tongue was cut out so she could not complain about her fate and her feet were cut off so she could not try to escape. She will be killed by Lautrec of Carim for her valuable soul but you can retrieve it and return her to her cell to restore the Bonfire at Firelink Shrine. She will be upset that her tongue was restored and insist that she does not want to talk.
Great Grey Wolf Sif. When he's near death, he begins to limp, his attacks slow, and he stumbles in great pain. This is also a massive Player Punch for many players, to the point that most of them fondly remember Sif for that particular instance. And if you rescued him in the DLC, a different cutscene happens when you trigger his boss fight, where he does remember you, but reluctantly proceeds to guard Artorias' grave nonetheless.Doublepunchindeed.
Gwyn himself is no stranger to misery. He breaks his soul into 5 pieces (one for Seath and each of the Kings) and sacrifices himself to keep the First Flame burning. He then spends at least a 1000 years burning in the Kiln, to the point where, when you reach him, he is utterly insane and attacks you, even though the only reason you are there in the first place is a fail safe he set up if his power is no longer enough to sustain the flame. Oh, and the kingdom he sacrificed everything the save has fallen apart due to the Darksign and his children's apathy/incompetence.
The Ceaseless Discharge. He was the only known son of the Witch of Izalith, and was afflicted with lava-oozing sores. The only way to ease his pain was to wear a specially-made ring his sisters made...but then he lost the ring. Since then, he has existed in a state of constant pain, all the while losing his sisters one by one. According to Word of God, the only thing that gives him any peace of mind is watching over the tomb of one of them. Until, of course, some little bastard came along and desecrated it.
Sir Artorias, one of the original Knights of Gwyn, who perfected the art of Abysswalking. He tried to save Oolacile from Manus, Father of the Abyss, but failed and was ultimately defeated. He sacrificed himself to save Sif the Great Grey Wolf, who was only a pup at the time. But he didn't die; that would be too easy. Instead, Manus corrupted him, turning him into a slave of the Abyss. He now exists only to serve and protect Manus's world, his sword no longer holy, his form permanently cursed and degraded from exposure to the Abyss, trapped in the realm he gave his life fighting against. By the time you meet him, you're pretty much about to perform a Mercy Kill so he can rest in peace. This is made even worse with the cut dialogue, where he explicitly begs you to kill him.
Siegmeyer Of Catarina. The guy is an adventurer who keeps himself from going hollow by continuing to go on adventures like he always loved to do. Until the player keeps saving or helping him, resulting in him doubting and hating himself more and more since he's basically relying on you to do everything. Eventually he either performs a Heroic Sacrifice and holds off a group of monsters so that you can escape or ends up going completely hollow because you simply refused to let him have any sort of true honor. If the latter happens, than he ends up being killed by his own daughter.
Laurentius of the Swamp. The stuttering pyromancer was shunned as an outcast by others for being an Undead, and if you save him from certain death in the Depths, he reveals he had no friends due to this. And, as further interactions with him show, he grows to consider you as his Only Friend. If you make the mistake of picking his curiosity up with Quelana's advanced pyromancy flame, he will search for her in the Blightown swamp, but fails and becomes hollow in the process.
The Pinwheel, if Fanon is to be believed. He's implied to be a necromancer who attempted to resurrect his lost child and wife, as hinted by the Masks of the Child and Mother, respectively, with him sporting the Father's. Eventually, he did succeed, but at a terrible cost: somewhere down the line, his desire to be reunited with his wife and child backfired, and his body was merged together with the deceased's, and now he has three heads and pairs of limbs,