Cliff (Back To Nature, Mineral Town): Broke, jobless, and his beloved sister died while he was traveling. Reacts so strongly to any kindness, you wonder about the stuff he doesn't tell you about.
Griffin (DS version): If you marry Muffy, once she starts obliviously gushing to Griffin (your rival for her), you'll want to break up with her just to apologize for it.
Muffy (DS Cute): Perpetually loveless, and always breaking up with men, you'll often find her turning to you for comfort whenever her love life fails her. If you pursue her Love Interest, Griffin, and marry him yourself, she'll never find a permanent love interest. She'll be jumping dates forevermore...
She's even worse in the "Wonderful Life" series.
Mist (Rune Factory): If Hannelore owned a farm in a fantasy medieval world...
Keria (DS/Cute): Unable to speak and trapped hundreds of feet down underground for hundreds of years, due to the Witch Princess.
Leia (DS/Cute): She's a mermaid, far from home, inside a tank, too kind to leave the person who saved her. Just try to befriend her, and then not befriend/marry her.
Majora's Mask:
Lulu
Deku Kid
Professor Layton: Clive in Unwound Future takes the cake.
Odin Sphere: Myris, especially in the Bad Ending, where she is left alone drowning in Erion's destruction.
Chrono Trigger: Not to mention Robo. Beaten up by his "brothers", forced to kill his brainwashed girlfriend, committing final genocide on his "species"...
Robo: "All of the operations of this dome have been shut down for good. None of these machines will... will ever be reactivated."
From To the Moon: Joey. Having his own mother run him overnote albeit accidentally when he was so young... There's also River, due to her autism. And, depending on how you interept The Stinger, Neil can become a Jerk Ass Woobie.
Cuphead: Mugman, who, through no fault of his own (thanks, Cuphead), is forced to do the Devil's dirty work.
Stardew Valley: Linus tries to come across as this, especially early on before you befriend him. But how much of it is him actually being downtrodden and abused (as most people are fairly nice to him or at least don't care enough to bother him) and how much is him mugging for pity and sympathy is debatable.
Luigi of Mario fame has become a woobie to a big portion of the fanbase, and some take it to ridiculous extremes by making the comical abuse he suffers in the games out to be irreparably soul-damaging (Somewhat justified by Mario and Luigi: Dream Team). Bowser's become something of a woobie in recent years, too.
Luigi was left off of the original version of Mario Party 9's box art. Why? Because Nintendo forgot about him. Basically the equivalent of parents forgetting their child at the park, that's pretty woobie-material, especially considering that even after he's been added he's the smallest thing on the box.
Then proceeded to get overshadowed by Mario at that year's E3. Poor guy can't even catch a break in a year dedicated to him.
Vivian from Paper Mario: The Thousand-Year Door is abused constantly by Beldam and her personality really hammers in that she had no other friends before the game starts. The pain stops when she joins Mario.
Frog/Glenn from Chrono Trigger has been through a lot, with the transformation to a frog and all, yet he handles it with as much chivalry and honor as he can. Somebody give him a hug.
Parasite Eve: Aya Brea. Just watch her crumble in the trailer for The 3rd Birthday, and join the Give-poor-Aya-a-break-already-she-has-experienced-her-share-of-Eldrich-Abominations movement.
Ar tonelico 3: Finnel
Phsyconauts:
Or Coach Oleander, whose father, a butcher, seemed to show him no love and even took his favorite pet bunny and butchered it in front of him.
Or Ford Cruller, who lost his sanity in a psychic battle and can't remain whole outside of his underground lair until the end of the game.
James: Went mad because he killed his terminally ill wife after their relationship collapsed due to her becoming more and more cynical as she got sicker, and was forced to watch a clone of her die. REPEATEDLY.
Eddie: Bullied and tormented his entire life until it finally drove him utterly psychotic.
Angela: Physically and sexually abused by her father, told she deserved it by her mother and finally forced to kill her father to protect herself, destroying her sanity.
Maria: Brought into existence solely so that she can die over and over to punish James for his sins.
in the Trope Repair Shop.