This is made incredibly stark in the first episode of the Anime with his dream about fighting the Subterraneans. Nearly all of mankind is dead. The city is rapidly falling into ruins. And yet for the first time in years, Saitama is truly, genuinely happy and alive as he gives the battle his all against an entire species of truly worthy foes and the music soars beautifully. And then he wakes up.
The first fight we see Saitama take part in on the show is as epic as epic can be. Huge monster, one guy nonchalantly takes it out and saves a life in the process ... and then he falls to his knees in disappointment and misery. From Saitama's line afterwards, we can HEAR all the pain he's holding in daily from his ennui and desperation for a challenge.
Saitama: Not again ... all it took was one punch ... ! DAMMIT!!!!!
Saitama's past is quite tragic, starting in middle school. He forgot to do his homework and got publicly scolded by his teacher. Then he suffers a Curb-Stomp Battle from two bullies, who mock him for being dirt poor (an allowance of 200 yennote Just a little less than two dollars), and then another one when trying to fight a piggy-bank monster that assaulted the bullies to reclaim the money. He returns to school to be reprimanded by the teacher for arriving late to the schoolroom with a torn uniform and his story being thought to be an excuse. Saitama then leaves the school with a Heroic BSoD from the experience.
Genos' backstory may be treated as an Overly Long Gag in the series, but it is quite a tragedy. At age 15, his family was killed and his town was destroyed with him being the lone survivor at the brink of death. He then sacrificed his humanity in order to destroy the cyborg who killed his family. His desire for revenge lasted for 4 years and would have led to his death against Mosquito Girl had he not met Saitama.
It's even worse knowing that later in the manga, his greatest fear is not being able to save anyone, and even triggers a moment of Heroic BSoD that's likely spawning from the event.
Just seeing how the public treats Saitama. While he doesn't care what they think of him, just watching the people say bad things about him after he saved their lives and disbelieve his abilities is quite painful to watch knowing that he deserves better than this.
Several of the C-Rank heroes risking their lives to try and halt the Deep Sea King. Sure, they failed, but that really doesn't justify that one Ungrateful Bastard practically mocking their efforts.
Suiryu's brutal Trauma Conga Line at the hands of Gouketsu and Bakuzan. Sure, his actions before this didn't garner much sympathy from fans. But even so, to see a confident fellow like him broken, begging and desperate, and at the complete mercy of such relentless cruelty... It's actually rather hard to watch. Even more so in hindsight when he realizes that this is how "the weak" must often feel. His desperation is even more palpable when he tries to keep Saitama from going after Gouketsu.
"I'm not going to just lie here and watch my hero throw his life away!"
In the anime, while Puri-Puri Prisoner goes to the hospital to visit Stinger and Lightning Max, he sees a newspaper on the ground with an article calling him a "S-Class Failure" and he just stands there in silence with a solemn look on his face.
Saitama walking away with a solemn, yet somehow sorrowful expression after killing Boros. Because he just gave him another reminder that he really is lonely at the top.
Just look at Saitama's expressions throughout the whole Boros fight. It's clear through the whole thing that, while Saitama wants to believe that Boros is a Worthy Opponent, he's feeling the same sort of apathy as ever. And despite the apparent beating he takes, the closest thing to 'damage' Saitama takes is a torn cape.
Not counting the very last scene with Saitama and Genos, the anime's credits end over the image of a memorial surrounded by flowers, erected to commemorate all the people who perished in City A's devastation. It becomes even more poignant with the ending song lyrics "Kanashimitachi wo Dakishimete" (literally "Clinging to Our Sorrows") in light of the recent real-world tragedies.
Riding a wind heading for tomorrow, we cling to our many sorrows
Its alright, lets just rest a bit. Then lets move forward again.
The world will keep on spinning, until we eventually come to know pain
that wont ever fade.
Nonetheless, we close our eyes
and our memories will become smiles
Our hopes allow it to be so
And when the sun begins to suddenly wane, were enveloped by sleep.
Oh memories, turn to smiles!
Once weve carefully stashed away only the happiness of our meeting,
Well say, Goodbye and wave our hands tenderly in parting.
OVA 1 shows that although Saitama is a Humble Hero with no regard to the opinion of everyone else, his occasional wishing for fans is more out of desire for someone thanking him for his heroic deeds. Imagine risking your life to protect someone and not even getting a single word of gratitude from anybody for three years. Fortunately, the OVA ends with Genos, who has been studying Saitama from afar, finally deciding to ask him to become his disciple. It becomes heartwarming because Saitama not only gets a disciple, albeit reluctantly, but also a best friend and the first person that ever appreciates him for his heroism.
Saitama: If I continue being a hero, this won't be the last time someones out for revenge against me. That is my fate. It can't be helped. I just need to change how I think. Right! I need to think positively. I just have to believe there will be people in this world who appreciate all the things that I do. I became a hero three years ago. I'm not saying I need fans, but it would be nice if someone noticed what I've been doing... Oh yeah, there was that guy who wanted to be my disciple.
Darkshine is one of the strongest and nicest hero there is. Yet, as Garou eventually got the better of him, he came to the realization that he wasn't battling in the aim of pushing his own limits or fighting for justice but instead to feel good about himself. As the thought he could lose came to his mind, his insecurities dating from when he was weak, before he started to train resurfaced. He started to question himself : if he fought to feel good, was there any worth in his accomplishments, was he even a hero or just a phony pretending to be one? Even after the attack against the Monster Association, the fear still haunts him.
When Garou is finally defeated, most heroes decides that the only appropriate action to take is to kill him now before he cause more trouble. Saitama objects to this while Garou is a broken man. Silverfang offers to take care of things, beating up his student and calling him an idiot but in the end is unable to kill his student. Then Amai Mask offers to finish the job. It's only when the kid Garou saved earlier confronts Amai Mask that he finally decides to escape.
Tatsumaki and Fubuki's relationship is littered with bits and pieces of tragedy that cultivate into a very sad, dysfunctional relationship. Tatsumaki was born with her psychic powers and was taken away at a young age to be studied, unable to see her parents or sister. This not only ruined the girl socially, but her sister as well, as Fubuki was isolated and lonely as a result and was bullied due to her powers. By the time Tatsumaki was allowed to see her sister again, she became so overprotective of Blizzard that her little sister's inferiority complex became present as she felt she'd always be in her sister's shadow and have to rely on her as well as not being able to make any friends. It cultivated in her creating the Blizzard group to try and delude herself into thinking she'll be able to stand up to her sister one day, as Saitama points out. If her childhood stands to reason, it's also probably because it wasn't until she became a hero and formed the group that people liked, respected, or even acknowledged her. Despite that Tatsumaki truly loves Fubuki and wants her to be happy her methods in expressing it are downright disturbing and out of control, leading her into coming off like a psychotic control freak.
Eventually, Genos challenge Saitama to a rematch and start it by emitting a intense light to blind Saitama and attack him while he can't see. Then... Nothing. As Genos noticed that Saitama isn't even bothering to put up some kind of defense, Genos comes to the conclusion that he hasn't made any kind of progress and stop the match right there. In spite of not being always being the most perceptive person, Saitama notice Genos is down and try to act as his teacher and say something helpful. Genos desire to be as strong as Saitama because he believe the next time he meet the mad cyborg who destroyed his village, he must absolutely defeat him no matter what. However, as he speak with Saitama they bring up the possibility that perhaps the mad cyborg might have unknowingly be defeated by Saitama, the implication being that perhaps Genos is wasting his life on a pointless quest for power.
Chapter 105 has Pri-Pri Prisoner find out that his old prison inmates had become monsters because of the Monster Association, and while they had actually let themselves turn into monsters to spite Pri-Pri Prisoner and his gay tendencies, Pri-Pri Prisoner is basically in denial when all this is going on, thinking that it was because of the Monster Association that the prisoners became this corrupted, refusing to believe they chose to be evil from the beginning. He then accidentally kills them when trying to pursue Dragon-Class Monster Nyan. Poor guy.
When Bang finally confronts Garou, there's a brief flashback to the angry and misguided kid that Bang first took pity on and decided to train... before cutting back to the near-feral monster Garou has deliberately turned himself into.