Good lord, everything in the world of Mother 3 tries its damn hardest to make Lucas into this. He's a sensitive, coddled mama's boy who ends up watching his mother die violently before his eyes, then bears the guilt of believing he let his brother go to his death. These events alone cause him to remain in a stagnant form of grieving for most of the game. 3 years later, his home has been industrialized and all the villagers who were once nice and friendly to him, consider him an outcast and a disgrace to his village for not giving in to the industrialism that now plagues the islands; he even lives mostly alone because his father spends all his time away from the house searching for his missing brother and neglecting Lucas. And all of this is before his adventure has even started yet. He then constantly has to fight against the Twisted, Mechanized and Bloodthirsty Wildlife that he once was friends with, as well as constantly have an army of soldiers out to get him and his friends, the same army who inadvertently killed his mother to begin with. He later has to live with the knowledge that his home was all a lie, everyone brainwashed themselves with fake memories and personalities to prevent the world from completely ending, the islands being the last habitable place on the entire planet, and now Lucas is the only one who has the power to redeem the world at this point. Then he has to fight the Masked Man for the final needle, the Masked Man turning out to be his missing brother all along, who was brainwashed and mechanized for the past 3 years and has no memory of being Lucas's brother, relentlessly trying to kill him. And in the end, Lucas's brother finally remembers who he is and then kills himself as atonement for what he's done, then dies in Lucas's arms. And yet, despite everything that happens to Lucas, he still goes on and does what's right, and makes the world a better place with the love in his heart.
Raiden becomes this so hard in Mortal Kombat 9. His actions slowly keep making things worse for Earthrealm, the heroes die one by one under his watch, and the Elder Gods seem to be pulling a major The Gods Must Be Lazy trip. By the end of the game, his actions narrowly prevented Armageddon from happening, but at the cost of practically all of Earthrealm's champions. Even Liu Kang, Raiden's favored champion, is dead (although unintentionally) by his own hand, after having first turned on him for the tragedies he so far caused. He carries the guilt of his actions throughout the entire game and you can tell it takes its toll. By the game's ending, he's emotionally and physically exhausted. And The Stinger at the end just makes it even worse. Seriously, the guy probably needs a hug badly when all's said and done. And his job is not going to be any easier for the next quarter-century.
The Castlevania universe is home to several who could qualify for this trope:
The Belmont clan in general. Very, very good workaholics, the Belmonts may be, but that does not save them from the perils that befall each respective Belmont:
Leon Belmont, from Lament of Innocence. A devoted knight who renounced his title in the ongoing Crusades, all for the chance to save his beloved. Despite his efforts, he fails in that quest. And that's without going into the other things he winds up being victim to.
Trevor Belmont, from Castlevania III: Dracula's Curse.Living in exile due to having been excommunicated, Trevor basically had no one to turn to for much of his childhood. As a result, he's pretty rough around the edges. Thankfully, he would not finish his quest to destroy Dracula alone, a fact that he is quick to state in Curse of Darkness, the next game to chronologically take place after Dracula's Curse.
Christopher Belmont, from Castlevania: The Adventure and Castlevania II: Belmont's Revenge. The first adventure is nothing to write home about, but having to basically whip his own son to near-death just to free him from Dracula's clutches could not have been easy.
Julius Belmont, from the Sorrow duology. Though he is the Belmont who was able to permanently put an end to Dracula's cycle of resurrection in 1999, a side effect of those events would be amnesia for him. As a result, Julius goes for much of his life afterwards without any memories of that fateful series of events. To his credit, though, the amnesia is lifted some time during the events of Aria of Sorrow.
Alucard, introduced in Castlevania III: Dracula's Curse, and being promoted to main star in Symphony of the Night. The son of the series' primary antagonist, Dracula. Even ignoring what drives him and Dracula into doing the respective things that they do in the series, as well as the obvious effects of immortality on Alucard's life, by the time the Sorrow duology comes around in the timeline, he's at least assisted in no less than killing his own father. THREE TIMES. All this, just in the name of keeping the promise he made to his human mother. The man may never waver in his stance against everything that goes bump in the night, but damn, does he deserve a hug after everything...
In Creepy Castle, Moth, of all people, have issues like feeling he has to be a hero despite being unqualified for the job and trying to not let people get near him and avoiding them getting hurt. Due to this, he falls easily to Possessor's influence and ends up having to face his shadow.
Hawke of Dragon Age II after his/her mother's death. You get a few minutes of Hawke just sitting in his/her house in a deep, crushing depression. The rest of the game isn't much kinder to him/her either. This is upped when s/he returns in Dragon Age: Inquisition, where after four years constantly on the run, his/her failure to stop the Mage-Templar War and failing to kill Corypheus, has clearly done irreparable damage to his/her self-esteem. S/he also broke off his/her relationship with his/her love interest to protect them, leaving him/her even more alone than they already were before.
Colette Brunel was raised with the knowledge that she'd eventually go on a journey to regenerate Sylvarant. This has lead to her thinking of herself as expendable and nothing but The Chosen One, even though she ends up losing her senses and knows that going through with the journey will end in her death. Even later parts of the game have her keep mum about slowly crystalizing because she thinks it's her punishment for not fulfilling her duty. It takes her most of the game to grow out of the self-sacrificial mindset and opting to take a third option on saving the worlds without sacrifice.
Luke fon Fabre was kidnapped as a young child, although he was rescued and taken back home rather fast. But the trauma caused him to forgeteverything, including having to relearn how to walk, talk, and even recognize his parents' faces. And Luke has been locked up in his family's mansion since, leaving him completely foreign to how the world works and growing up to be rather spoiled, hotheaded and snobby. He's then told that part of the locking up was to ensure that his destiny written in The Score would end up fulfilled, sending him to Akzeriuth. Things don't get much better in Akzerituh because said destiny involved him destroying the town and dying there, had it not been for Van's manipulations. Luke ends up stricken with guilt over the events in Akzeriuth, although this does give him the incentive to become a better person. He learns that he is a Replica, a clone of the original Luke fon Fabre, and that his mentor and older brother figure, Van, has been using him since. Luke deals with Cloning Blues and being thrown aside by the person he trusted the most. The entire game is a rollercoaster of emotions for Luke, who is trying to make up for his past deeds and improving things, only to be told during the last portion of the game that he's basically disintergrating.
Velvet Crowe is closer to an anti-hero version of this. Most of the game has her being driven by her personal goal of wanting revenge against Artorius for having killed her younger brother, with what happens to the world after that being none of her concern. But when she realizes that Artorius' plan would awaken the Fifth Empyrean, and what doing so involves, she begins to warm up to wanting to keep the world safe. She also gets thrown into her face that her brother was a willing sacrifice and not the cold-blooded murder she believed it to be and that everything she has been doing in the name of 'revenge' was All for Nothing. It isn't until the last third of the game that Velvet shows more of her pre-Broken Bird personality, even lamenting what horrible things she has done in her quest for revenge. She even asks her companions to please watch over the world she's done terrible things to, wanting them to help people as they have helped her before she seals herself away with the Fifth Empyrean in a cycle that will ensure that he will never awaken and threaten the world again.
Tekken has many of these. Notably Jin Kazama and Kazuya Mishima but it could be argued that nearly all the characters are the hurting hero of their own backstory.
Garrus Vakarian as of Mass Effect 2. His career as turian Punisher really hasn't gone well for him, and to top it off, his family thinks he's a slacker and has no idea of his saving the galaxy. Especially evident if you pursue his romance, in which he eventually tells Shepard (the one person in the galaxy that he trusts and respects the most) that the reason he's been so awkward and nervous about their relationship is that he so badly wants it to be the one thing in his life that finally goes right.
Ashley and Kaidan, if they survive Virmire, is one of these in Mass Effect 2, despite their small role, and in the beginning of 3. Literally, too, after Dr. Eva beats the crap out of them on Mars and they nearly die. A hefty dash of Broken Pedestal for Shepard combined with Udina's betrayal will do that. Fortunately, they can overcome it.
It's very heavily implied throughout Mass Effect 3 that Shepard has become a Death Seeker. While s/he's still willing to fight the Reapers, it's implied that s/he would consider death a great relief.
A spotlight comic reveals that, during his last stand on Omega, Garrus calls his father to admit he (Garrus) was wrong and as a final goodbye, knowing he will eventually be overwhelmed. His father brushes off the goodbyes and wants a tactical update on the situation (a flashback scene also reveals that Garrus learned to be a crack shot from his dad). Then Garrus sees the N7 armor in his scope and tells his dad that his odds just improved before hanging up. Given that Garrus officially joins the Turian military by ME3 and even attains a high rank, it can be assumed his father is now proud.
Link himself, more than once. In The Legend of Zelda: A Link to the Past, he's already an orphan, immediately proceeds to lose his uncle/godfather, and is framed for the kidnapping of Zelda (arguably his only friend at that point) soon after. In The Legend of Zelda: Ocarina of Time he's already the "Boy Without A Fairy," so getting one means he's on his way, right? Yeah, on his way out of the only world he's ever known, blamed for the death of yet another father figure, while leaving behind his only remaining friend. Then he makes friends with Zelda, who needs his help to stop the evil Ganondorf. Sounds good — at first. One could argue Majora's Mask (searching for "a lost friend" — presumably Navi — that he never finds) as well. Oh Link, you happy-go-lucky elf, you.
The Hero of Time is a canon case since an anniversary book confirms he's the Hero's Shade in Twilight Princess. Regardless of what else he did with his life, he was never able to let go of his perceived duty as hero. He did apparently learn to talk though, so there is that...
Link and Zelda get it particularly bad in The Legend of Zelda: Breath of the Wild. Both put a great deal of effort into preparing for Calamity Ganon's return under a great deal of pressure from their families and others, only for Ganon to destroy Hyrule because of Zelda's inability to awaken her Royalty Super Power in time; Link had to spend the next century in a Healing Vat while Zelda let herself be Swallowed Whole to seal Ganon in Hyrule Castle. Other characters who have it hard include Prince Sidon, a sociable Warrior Prince who nonetheless has many moments of Heroic Self-Deprecation over what he views as pushiness and still mourns his sister Mipha a century after her death.
Solid Snake is one of the best examples in gaming. It would take such a long time to explain all the crap this guy has gone through, you just need to play the games.
As a summary of Solid Snake (let alone Big Boss/Naked Snake or Raiden)
Metal Gear: He is forced to fight and kill his father figure who betrayed him.
Metal Gear 2: He is forced to fight and kill his best friend (Grey Fox) as well as his father figure who has survived. And, after the flavor added by the Solid series, both fights are very much a case of both warriors acknowledging the necessity of the battle, but without any animosity. It also doesn't help that he finds out said father figure was actually his father...
Metal Gear Solid: Snake is once again forced to fight and kill people who, for all intents and purposes, are pretty nice people and enemies he respects. He is also forced to fight with the knowledge that, if he succeeds, he will kill the brother he only learned about the previous morning. Oh, and one of the only men he trusts has betrayed him (and the cute doctor has poisoned him). And he once again has to fight against his best friend who has suffered immeasurably due to their previous battle. And, depending on the ending, he may have contributed to the death of his friend's daughter.
Metal Gear Solid 2: Snake basically has to deal with the aftermath of helping the big bad of the series, has his name dragged through the mud, and has to continue to help the big bad in the hopes of finding a way to stop them.
Metal Gear Solid 4: Snake finally learns the true story of his birth (and finishes off becoming an orphan) and has to live with the knowledge that he is becoming a biological WMD and that, even if he finds a cure, he will die of old age before the year is out. And he is CONSTANTLY reminded of how his body has failed him.
Samus Aran. Metroid: Other M goes a long way towards showing just how utterly psychologically broken she is by the utter living hell that is her Doom Magnet life and quest for vengeance/justice. Post-traumatic stress disorder in spades, dependency issues developing towards authority figures like Adam, survivor's guilt...
Samus worked mainly alone in her missions and whatever job the Federation tasks her to do, she always does it by her own rules. She most likely repressed everything that happened in her life and working alone allows her to focus on her objectives. It isn't until she sees Adam again in Other M that her suppressed feelings start to resurface.
Mickey freaking Mouse in Kingdom Hearts. He hides it like a pro, but his failure to save the Birth by Sleep crew continues to haunt him, over a decade later.
B.J. Blazkowicz in Wolfenstein: The New Order. Spending 14 years in a semi-comatose state only to awaken in a world conquered by Nazis, it's perfectly understandable he won't be smiling anytime soon.
Litchi Faye-Ling from BlazBlue is very determined to do the right thing that is curing her friend Lotte Carmine who turned to Arakune, caused by her Guilt Complex. However, in process, she ended up getting corrupted the same way as Arakune, had to keep this information to herself only, and against her preference, had to join a suspicious Troll and the worst father in the world, and left behind those other people she truly cared about as she has no other choice unless she wants the corruption catch up and ruin her forever. These facts have been hurting her so much, but even so, and despite everyone else calling her actions to be useless and lost cause, she is still determined to save him and do the right thing... while keeping a motherly smile on her face.
Sam Fisher starting with Double Agent, when he is told that his daughter has been killed by a drunk driver, the only person in his life who means anything to him. He ends up willingly going to jail as part of the mission to infiltrate a terrorist organization and has to perform questionable tasks for them. At the end of the game, he is put before a Sadistic Choice whether to shoot his boss/friend/mentor or the Big Bad (the latter would break his cover). The sequel reveals that he chose to maintain his cover and is on the run from the whole US government, although he does learn that his daughter is still alive.
StarCraft: In Koprulu Sector, you're either one of these or one of the monsters. Both Jim Raynor and Zeratul tried to do the right thing, and the universe repays them with lots and lots of hurts. Tassadar had the fortune to die in a blaze of glory rather than seeing his world fall apart around him.
Halo: By the end of Halo 4 Master Chief has watched Cortana slowly go crazy and when he had expected to go out in a Heroic Sacrifice, she one-ups him to send him back home. Despite the helmet, he's obviously in deep pain and grief at the end of the game. Halo 5: Guardians follows that up by reopening all those wounds when he finds out Cortana Came Back Wrong and has become the main villain. He tries to withdraw emotionally but is still crushed when Cortana betrays him.
Even the other members of Blue Team have begun expressing concern when the Chief's way of coping is to drag them from one mission to the other in rapid succession. This is made even more painful when you realize that he is just trying to save Cortana and bring her home, which he feels he failed to do the first time. All the mission dialogue in Blue Team's mission involve Kelly urging the Chief on while Fred and Linda continually express their misgivings.
The Secret World: Moutemouia of the Sentinels. Granted, all the Sentinels are having a tough time of it, given that they're human souls that have been bound to Living Statues for thousands of years to keep the local Sealed Evil in a Can from breaking out, but Moutemouia has it worse than any of them. Among other things, she was married prior to being imprisoned and had to give all that up to save Egypt. Millennia onward, and she has nothing to do but use her powers to keep the City of the Sun God from being discovered by the outside world... but the combination of monotony, separation from her children, and isolation from the world have begun to erode her willpower. For good measure, she's also adopted her youngest brother Houy as a as a substitute for her own long-dead children, and at this point in time, he's the only thing keeping her from just... letting go.