Most of what Fluttershy goes through in Flutterhulk.
Kili's death in Iron Mare.
X-Questrians shows that during the period when Applejack is considered dead, Shining keeps her hat as a Tragic Keepsake and talks to it. This is why Twilight is so obsessed with hunting down Gustav, in order to give him some closure.
Carrot Cake's past. After watching his mother get shot to death, Gustav reveals that the coin he had asked Carrot to move was made of chocolate. For apparently no other reason than to see the colt suffer.
Applejack's past in Captain Equestria. Her father Apple Buck was killed in a mine collapse while attempting to get more money for his family. The last thing he gave to Applejack was his hat. Her mother died soon after due to working herself to exhaustion and being unable to fight off pneumonia. Since then, Applejack secretly blames herself (the money problems caused by the medical costs for her poor health, specifically) for her parents' deaths.
Rainbow Dash's banishment in Soar. It's bad enough to see her sink into a Heroic BSoD when she finds herself unworthy to lift Mjolnir, compounded with the fact that Trixie lies to her about Celestia dying and her exile being permanent.
Trixie. Upon the revelation that she was adopted and was actually a changeling, she promptly begins to plan a Final Solution with the complete and total genocide of the Changelings. After realizing her desperate attempts to prove herself worthy as Celestia's daughter have seemingly failed, Trixie lets herself fall into the void between realms.