Bleach: Ichigo Kurosaki believed for a long time he was responsible for his mother's death. As a result, he takes it hard whenever he fails to protect others or save the day. This eventually came to a head when he was manipulated by a villain who stole all his powers and left him utterly unable to protect anyone, including himself. He was reduced to tears.
In Fist of the North Star, being a good guy SUCKS. The world is such a cruel, dark place that the only ones who truly enjoy their lot are the rotten ones, while the heroes must fight their own despair as well as the bad guys. Part of the reasons so many Manly and Tender Tears are shed in the series.
Edward Elric from Fullmetal Alchemist is constantly burdened with guilt over pressuring Alphonse to help him with his efforts to bring their mother back through human transmutation, and causing the subsequent loss of Al's entire body (and the loss of his own arm and leg). He also feels anger at his father's abandonment and holds him responsible for his mother's death.
For that matter, Alphonse is wracked with guilt about his brother losing his arm to save Al's life.
To say nothing of the fact that during both brothers' times seeing The Truth about alchemy, he got a bunch of wonderful images flash through his eyes (Yes, this is why they were screaming after it happened). And it happened to Edward twice, since he used the Human Transmutation circle again to escape Gluttony's stomach.
Roy Mustang, Riza Hawkeye, and Alex Louis Armstrong are all wandering around with buckets of guilt over the parts they played in the war in Ishval, where they were ordered to massacre innocent people. On top of this, Roy and Riza have sizeable doses of Love Hurts.
Scar becomes one in those versions where he does a HeelFace Turn and stops using murder as a coping mechanism.
FMA has so many of these it ends up being part of the story's Central Theme.
A lesson without pain is meaningless. That's because no one can gain without sacrificing something. But by enduring that pain and overcoming it, he shall obtain a powerful, unmatched heart. A fullmetal heart.
Van of GUN×SWORD exemplifies the broody Anti-Hero version: he's one of the gloomiest heroes you'll ever see. It's implied that at one point, he dealt with his pain through drinking (hence the nickname "Hangover Van"); he also seems to use violence to cope with it.
This is somewhat the point of Mobile Suit Gundam. Amuro is a massive ball of Wangst, but he still manages to basically single-handedly win the One Year War for the Federation and proceeds to kick more evil asses in the next few followingmajorconflicts.
Setsuna from Gundam 00 is also of this trope. He pretends to be The Stoic but inside, he's a huge ball of pain and self-hate for coldly killing his parents because Ali says so and later when his best friend Lockon Stratos pulls a Heroic Sacrifice and dies because Setsuna arrives to a battle too late. And if that wouldn't be enough, The Movie undoes two seasons' worth of Character Development by revealing that after Setsuna turns into an Innovator, he can no longer find his place among ordinary humans and is thus purposely distancing himself from them - even going as far as playing the ignorant at Feldt's timid approaches.
It could be easier to say that an overwhelming majority of the 00 cast is this trope.
All three Magic Knights were this at the end of the first series of "Rayearth" and the beginning of the second. They hated how they killed the very person they sought to save, and having Zagato's blood on their hands as well made them even more depressed.
The Mazinger series:
Mazinger Z: Before the beginning of the show, Kouji had lost both their parents. The first episode the maid that his grandfather had hired got murdered in cold blood in their own home, and later his grandfather died in his arms. Throughout the whole series alot of people -several of them close to him- gets hurt and dies cause the war between Dr. Hell and him (Prof. Yumi gets hurt by an angry mob, making Sayaka nearly quit, Minerva dies, Prof. Morimori dies, Erika gets killed, he has to fight and kill a girl his brother had fallen in with...). Later in Great Mazinger he finds that his father has been alive all along only for losing him definitely shortly after. And in UFO Robo Grendizer, when finally it seems life will be peaceful from now on, he gets involved in a third war. The saddest part is when you realize his Annoying Younger Sibling, Shiro, has it worse than him.
Great Mazinger: Tetsuya lost his parents when he was a little child. On the surface he looks like a hot-tempered, arrogant Jerkass, but that is nothing but a cover to hide that he is plagued with neuroses and insecurities, and he is deadly frightened of being abandoned again.
UFO Robo Grendizer: Duke Fleed. Oh, my God, Where we begin? Before the beginning of the series, the Vegan The Empire Alliance killed his whole family or so he thought, murdered most of his planet's population and turned the whole planet into a radioactive wasteland, forcing him to run away. A while later he has found a new homeworld where starting a new life and his wounds are beginning to heal when the Vegan Empire strikes Earth and he gets forced to fight despite of he hates war. Throughout the series he sees dying many people, some of them by loving him and refusing harming him. Later he finds out that the Saucer Beasts that he has annihilated are powered with [[spoiler:brains of Fleedian inhabitants, some of them friends of his.] Have we mentioned that he's dying via a radiation-inflicted wound he suffered during his escape and knows his days are numbered? And at the end of the show his fiancee (and Big Bad's daughter) reappears to beg him forgivennes by her father's actions and talk him into get married with her -so they can end up with the war without further bloodshed and rebuilding his homeworld-, but after he accepts she gets killed?
Kenzo Tenma from Monster. He saved the life of a murderer, and decided to take responsibility for it.
Right before the Chunin Exam finals in Chapter 98, Naruto even admits to Hinata that the smile is a mask, and later on, Pain put him on the ropes by breaking him down with words, getting him to second guess his own actions.
While attempting to gain complete control of the Kyuubi, it was revealed that despite finally achieving his dream of being respected and loved in Konoha, Naruto still has deep-seated issues from his childhood holding him back both from defeating the Kyuubi and embracing his new-found fame.
Yuri Tsukikage/Cure Moonlight of Heartcatch Pretty Cure. On becoming a Precure, she immediately develops the mindset of "I'll shoulder all the burdens so no one has to suffer", carrying all those loneliness with a smile, which instead backfired when it cost the life of her fairy Cologne, and then she was utterly trounced by Prof. Sabaku and Dark Precure, losing her Precure powers and most of her cheeriness as a result. When she regains her power and spirit, she ends up discovering that Sabaku is her Disappeared Dad, Dark Precure is her 'sister', said dad was killed by Dune protecting her. If not for Tsubomi reminding her what's at stake, she would have given in to hatred and despair. But in the end, she prevailed without giving in to all her misfortunes.
The mantle of hurt has been passed down to Kenzaki Makoto/Cure Sword of DokiDoki! PreCure. This is also the installment that gives us not one but two different characters who are nicknamed Cure Batman, but neither of them fit this archetype.
Homura, who was never particularly happy to begin with, repeatedly and consistently fails to save Madoka, even as somehow succeeding gradually becomes the only thing that matters to her. This really takes its toll on her, though she tries to hide it. In The Movie, seemingly through the powers of love and angst, she takes over the entire universe using the powers she accidentally gave Madoka, in a questionable attempt to "save" Madoka and make her happy. Despite accomplishing her goal at last, Homura becomes more depressed and emotionally closed-off, because she feels like she's turned herself into Madoka's immortal enemy.
Mami and Sayaka too. Mami regrets not saving her family with her wish, and Sayaka has a complete breakdown over her own weaknesses and some of the unpleasant details of the magical girl contract.
Madoka herself subverts the trope by wishing to save all magical girls from becoming destructive hate-monsters, making herself happy and lessening the tragedy for everyone else.
Sailor Venus / Minako Aino from anyversionofSailor Moon is the only senshi whose Dark and Troubled Past are a direct result of having her mission to save the world and protect the princess given to her, and she doesn't even get a set of True Companions to help her along, unlike Sailors Moon, Mercury, Mars, and Jupiter, until a year after her awakening. Even after getting integrated into the team, she still has emotional issues that stem from having to put her hopes and dreams in the backburner to aid Sailor Moon, only to watch her get all the glory. An episode in the SuperS season of the first anime has Venus confront a shadow version of herself, who tries to convince her to throw off the mantle by reminding her of how much she suffers in the name of the greater good, only to receive no appreciation for it.
Science Ninja Team Gatchaman: Ken "G1 The Eagle" Washio (or Mark) lost his father when he was a little child. Later he finds out that his father is alive only to see how he was Killed Off for Real shortly after. At the ending of the series, Joe commits a Heroic Sacrifice to save them. At the next series his mentor and surrogate father gets killed. All of that trauma slowly wore his sanity off, and although at the beginning he was the prototypical The Hero and The Leader with Nerves of Steel, for the final series he had become so violent, uncontrollable and impulsive like The Lancer.
Ken Kaneki from Tokyo Ghoul warns the audience in the first chapter that his story will be a tragedy. He has a pathological need to shoulder all the burdens and responsibility himself, hiding his worries behind a smile, and pushing away those that attempt to help him. Much of the series is spent on his struggle with his powers and nature as a Half-Human Hybrid, shifting from one extreme to another and pretty much unable to find balance in his life. In the end, he becomes suicidal and makes a failed attempt at Suicide by Cop. In the sequel, Haise Sasaki is an Amnesiac Hero as a result of repressed memories and suffers from a heaping dose of Chronic Hero Syndrome. He's even more of a Stepford Smiler than before, and struggles with feelings of self-doubt and constant fear of his past coming back to haunt him.
Vash The Stampede of Trigun, especially later in the series. And let's not even get started on the manga, where he's a Stepford Smiler of epic proportion and has a few Heroic BSODs and fits of Unstoppable Rage (not to mention the scenes of epic alcoholism). Meryl is shocked when she gets engulfed in his memories during one of his most spectacular Heroic BSODs and realizes he's just a ball of pain.
Arguably Yami Yugi, particularly in the anime filler Season 4 of Yu-Gi-Oh! (what is it with Yu-Gi-Oh! and Season 4?), when even after he recovers some of his drive, he is still vulnerable to a bit of mind control from Dartz. The rest of the time he tends to put on a strong front or attempt to take responsibility for pretty much everyone.