- When Eärendil wanders through the streets of deserted Valimar and the dust of the gemstones covers his feet. Note that this was originally supposed to be much more tragic, as Eärendil had arrived too late and the Elves had already left for Middle-earth; Tolkien changed it to make it a bit less tragic, with the Elves only being away at a festival and soon returning.
- Túrin, despite being a huge prick, hasn't exactly had a good life, to say the least.
- The deaths of those who were killed in Dagor Bragollach themselves. Poor them.
- The fate of Elured and Elurin, the six year old twin children of Dior and Nimloth, who Celegorm's men abandoned in the forest to die and, despite Maedhros' frantic searching, they were never found.
- Mîm the Petty-Dwarf. He and his two sons are the last of their kind but Khîm is shot dead by Androg and by the time his father gets home he is too late to save his son. Then Mîm's other son Ibûn gets killed by Orcs, leaving Mîm the Last of His Kind. Finally Mîm gets killed by Húrin.
- Maglor's ultimate fate: wandering Middle Earth until the end of the world. What makes it worse is that even though he swore the Oath and took part in all of the Kinslayings, by the end, he was probably the son of Fëanor least deserving of such a fate.
- Related to this, the suicide of Maedhros. After everything he and his brothers did and suffered to retrieve the Silmarils (and they did suffer, he more than the others probably), he finally has one in hand and it burns him for all the evil he's done. The only way he sees to escape the pain is to throw himself into a fiery chasm. Not only was everything ultimately for nought, he also left his last brother completely alone in the world. That he is the only known Elf to ever commit suicide doesn't help here.
- The Downfall of Númenor: "...and Númenor went down into the sea, with all its children and its wives and its maidens and its ladies proud; and all its gardens and its halls and its towers, its tombs and its riches, and its jewels and its webs and its things painted and carven, and its laughter and its mirth and its music, its wisdom and its lore: they vanished for ever. And last of all the mounting wave, green and cold and plumed with foam, climbing over the land, took to its bosom Tar-Míriel the Queen, fairer than silver or ivory or pearls... and her cry was lost in the roaring of the wind." Just about the only good thing out of all this was that Sauron was so badly damaged he could never take a fair form, ever again.
- Nirnaeth Arnoediad, the Battle of Unnumbered Tears. Such a crushing defeat for the Noldor and for the men.
- Elrond. Everything about Elrond. His father left them when he was a child, his mother would rather throw herself in the ocean than surrender some shiny stone, he's raised as a hostage. He eventually grows to love Maedhros and Maglor, presumably viewing them as surrogate parents, but they either commit suicide or take a walk along a beach never to be seen again. His own brother choses the mortal life, and so does his eventual daughter, and his wife leaves for the Undying Lands centuries before him. Is it any wonder he's bitter during the Lord of the Rings?
- Crosses over into fridge tearjerker: Maedhros is tragic, and it's possible, even likely, that he was banned from returning, but at least Elrond can still see him in the Halls of Mandos. Maglor will probably go to Valinor sooner or later, and he can see his parents whenever, but Elros and Arwen? Never. Again. Not until the literal end of the world. There is no afterlife for the Elves where they reunite with their mortal loved ones. They are truly immortal, and have no access to the human afterlife.
Tear Jerker / The Silmarillion