The Woobie: Prince Tail, in the first game. First Dr. Zero kidnaps Princess Darcy and tells Tail that his family won the throne by cheating. Then Tail loses to Dr. Zero, losing his Legend1 title to the evil scientist. After training at Cherry Hill to win her back, Tail loses to Cody, losing the title of Legend2 to him. Then Zero traps Princess Darcy in a mirror because Tail lost to him and you. Cue Heroic BSOD. To top it off, even after you beat the game, you don't have to save Darcy, and if you're playing on a ROM saving her becomes impossible.
Tail: Cody, if I lose this match, I lose everything!