Jim Butcher has outright stated that his entire career revolves around torturing poor Harry and friends.
His mom died having him (as it turns out due to a curse), and his dad died of a brain aneurysm six years later. He grew up in foster care and various orphanages until being adopted as a teen by a dark wizard. Said wizard put him through Training from Hell, then threw him out and tried to kill him for questioning his treatment of said wizard's other ward and his girlfriend - forcing him to kill the wizard andnote he thought his girlfriend in self defense. He then owes favors to The Fair Folk and barely escapes the death penalty for killing with magic. All before the first book!
He gets tricked into starting a war between wizards and vampires, for which he gets blamed, his lover got almost turned into a vampire. He then gets drafted to fight in said war, after the toll its taken on the white council means they can no longer effectively enforce magical law. After a few years of genuine, full out war, watching young wizards rise up and be cut down before they're even old enough to drink in the regular world - let's just say he's not so happy-go-lucky anymore. He mentions in one of the books is that since the war started be hasn't been able to fold sunshine into a hankie - because you have to be happy to do it. Think about that for a minute.
He's also picked up a Death Curse from the former host of a fallen angel: Die Alone.note Arguably fulfilled as of Ghost Story - after all, he did.
Hosting the shadow of a Fallen himself, after he slapped his hand over one of the cursed denarii to protect Michael's son. Said shadow drives him away from allies and generally screws with him, until by Naming it he gives it a chance to take his side...and when it does so it promptly sacrifices itself for him
Changes starts kicking Harry from the very first page, and it only gets worse until the very last page where it stops kicking him and just kills him instead. Highlights include: Discovers he has a daughter only when she is kidnapped by vampires. Has his entire life destroyed around his ears— office, home, car, everything. Breaks his back and has to agree to become the Winter Knight to get it healed so he can save his daughter. Provokes his beloved into becoming a monster so he can use her to take out the Red Court. Sees his daughter for the first time before realizing that he can never really know her out of concern for her safety. After all that trauma, he finally gets back to Chicago...and, as mentioned above, is promptly shot. Damn you, Jim, you cold-blooded monster.
Ghost Story has him back as a ghost. Seeing the devastation he's left behind him, especially the absolute mess that Molly has become, and being nearly unable to affect anything being dead and all, is agonising enough. Then, when Uriel confronts hiim with his options and he agrees to move on to What Comes Next, he wakes up in a cave on Demonreach with Mab leaning over him. He didn't get out of his deal at all. His death, everyone's grief, Molly's agony - it was all pointless. He also gets a reminder that he wasn't as doomed as he thought in the last book - but it's still a high price to pay for seven words he'd have been owed regardless.
Then there's just the sheer guilt of realising that bad stuff happens to everyone around him. Shiro dying for him, Michael almost doing the same, and winding up crippled, Susan getting half-vampirised...and then all-vampirised, at his urging, and that's only the beginning of the list. Yes, he does think the world hates him. With good reason.
Abandoned by his mother (admittedly, not by her choice). His true nature concealed from him until his powers awoke, at which point he was presumably tricked into feeding on someone (as his father tried on Inari) - then his father starts trying to kill him. His family deliberately feeds him a girl he cares about when he's starving, and as a result he leaves her a near-mindless wreck. She gets better. Now, because he loves her, he can't touch her, or anything to do with her love for him without unimaginable agony because incubi are dangerously allergicto true love.
Kicked out of his wealthy vampire clan, and must now make a living on his own which becomes complicated by the fact that women (and possibly some men) lose all self control around him, and he's afraid to feed deeply on anyone lest he hurt them the way he did the girl he loves.
The novella Backup firmly cements Thomas's Woobiedom. He's a member of a group dedicated to eliminating especially nasty monsters that feed on belief; he can't tell Harry about it because Harry, being on the White council, will be forced to reveal the information, giving the enemy more power. Unfortunately the nasties have decided to use Harry as their Unwitting Pawn. And he can't tell anyone else either, since even the knowledge that these critters exist makes them stronger... meaning that even if the Venatori manage to finish their job, they won't know they did. That's kinda a low blow, with all the other crap he has to go through.
Turn Coatbreaks Thomas. He was captured and tortured to the point where he killed dozens of women to feed his Hunger. At the end of the book when he's explaining to Harry what the Skinwalker did to him and that he can't ignore what he is anymore, you just want to hug him. Or go kill the thing that did that to him.
He has a relatively small role in Ghost Story - but what we do see of him indicates that losing Harry has brought him to a new low. Drunk, disshevelled (which for Thomas, is saying a lot) and despondent.
Small Favor: After being captured by the Denarians (who take advantage of the fact that she can't bear to risk the few people who have actually taken care of her as a person instead of as The Archive) she is then exposed to horrible tortures at their hands. This is a 12-year-old girl who already possesses the sum total knowledge of all humankind, along with all the lives and memories of all the previous Archives, and has since infancy. She never had a chance to develop as a person, and that leaves her entirely unable to cope with the abuse she's taken. At the end of the book, she can't do much more than cry herself back to sleep in Harry's arms.
On top of that the "lives and memories" includes her mother's memories. Ivy knows exactly what her mother thought of her, the jealousy and resentment her mother had towards her for not having to host The Archive yet...and she knows that that was part of what led her mother to kill herself. Because of her mother's suicide, she's been hosting The Archive almost her entire life, which meant she had no personal identity until Harry gave her a name of her own. Harry and Kincaid are the only people who ever treated her like a little girl instead of an arcane resource.
Even by the end of Proven Guilty, she wasn't doing so hot. She inherited magical ability from her mother, which her mother never warned her about on the assumption it would go away. Instead she nearly killed two of her friends, let a bunch of monsters loose in the city, and broke the third and fourth laws of magic, putting her under sentence of death. Harry's attempt to stop the monsters got her kidnapped by the Sidhe - and as soon as she gets back, Harry confronts her about what she's been doing...and she agrees to turn herself in to the council knowing there's an excellent chance they'll execute her out of hand. She only gets off because of some fancy politicking by Harry, and the fact that her father just finished single-handedly (well...with God's help) breaking the trainee wardens out of the death-trap they'd been caught in.
At the end of Changes she participates in the assault of Chichen Itza. She's a magical sensitive, with finely attuned, easily overwhelmed senses - and she's plunged into a combat zone steeped in black magic. Then she gets shot. And while we don't find out about it until Ghost Story, that was not the worst thing she was asked to do that week.
Ghost Story really does a number on her. The first time Ghost!Harry sees her, she is a complete babbling mess. She's barely recovered at all fromt he events of the last book - she's walking with a cane after the gunshot wound to her leg, and that's the least of her scars. She is malnourished, on the verge of insanity, hunted by the Wardens, mistrusted by Harry's friends, and subjects herself to brutal training by the Leanansidhe in attempt to fit into Harry's shoes - trying to build a reputation that will keep the worst of the nightmares away from Chicago. Then there's the really bad part: In the last book, when Harry decided to go to Queen Mab for help, he made arrangements beforehand for Kincaid to kill him, not wanting the world to have to deal with what Mab might turn him into. Then he has Molly erase his memories so he doesn't have to try to fool the Winter Queen. In other words, she helped kill her master, her personal Knight in Shining Armor, and the love of her life. Tell me that cannot mess up your head.
After her magical talent got her involved in dark almost-black magic as a teenager, she renounced magic altogether when Michael turned her life around. She loves her husband, supports his work, and believes absolutely in the necessity of what he does...but that doesn't mean she doesn't live in fear of the day he leaves to go do God's work and doesn't come back. She knows Knight of the Cross isn't a career most retire from. note fortunately, Michael manages to be the exception - but only because he gets injured so badly he nearly dies, and can no longer fight. She dislikes Harry because she believes he's going to get her husband killed - but she still helps him, because she won't compromise on what's right, even to protect Michael.
Finds out her daughter has inherited her magic just in time for it to go horribly wrong, and Molly to end up in violation of the Laws of Magic and hunted by the White Council. When Harry's attempt to stop the things Molly let loose ends up getting her kidnapped, Charity, who still doesn't particularly like him, tells him she forgives him and that she still has faith that God will make things right, even as it looks like they're out of options. She's right, happily enough.