I suppose in saying worst, I mean in terms of pain and understanding.
Example would be mine, Knight Artorias, who sacrificed literally everything he had to protect the kingdom he had sworn to defend. Except eventually he failed, was consumed by the dark, and was later on (hundreds of years) killed by you as mercy. The whole world thinks that he retained his honor and drove the dark away, but he failed... and no one else but you and two others know of this.
After I pieced it together I felt horrible, because no one deserves something like that to happen to them, ever. Dark Souls is a tale of sadness and suffering, but that sort of crossed the line for me. Even though I knew it in the first place, it's a different story to see everything crumble around an individual when even their very best is not close to enough to uphold your beliefs and protect those who are putting their very lives in your hands..
Artortias dealt with that.
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Metal Sonic. If any of you have played Sonic Heroes, he's clearly quite insane by the end. Created for the sole purpose of beating Sonic, he is never able to reach his purpose because he just isn't good enough. So in the end he turns on his creator, imprisons him, and goes about the only way he knows to destroy Sonic. Mutating his body in unthinkable ways to become a monster. And he still gets one shot by the Blue.