Vanille and Fang from Final Fantasy XIII

Samus, I heard Metroid Other M kinda destroyed her.

I fixed the op....you guys can breath again lol

Mario

Kratos - God of War - Tricked into killing his family, has nothing left to lose.

Nathan Hale - Resistance - Mind was completely lost, it had to be done, poor guy.

Ethan Mars - Heavy Rain - Loses his son, which causes his wife to divorce him and then his other son is kidnapped and he also has nothing else to lose.

Eddy Raja - Uncharted - Although he was a bad guy, he was a unique character and his death wasn't really necessary.

Master Chief - Halo - His job is never done, the last we saw of him he was floating of towards an unknown planet.

This

Since you never specificed what type of character...

Ender from Ender's Game.  What they do to the kid is all kinds of fucked up.  He does end up the richest man in the universe! but is it worth it?

which explains why she always gets "kidnapped" by bowser.

Polka from Eternal Sonata. I haven't finsished the game yet, but I'm really close. I still don't know what happens to her.

John Marsten