Cirno! Oh, poor Cirno...

Kain Highwind comes immediately to mind.

Link.

He's a ladies man and has sooooooooo much sexual tension, but he's mute and can't act on his opprutunities. :(

Patricia Tannis.

The game does a good job of making her plain nasty at the beggining and slowly getting you to feel sorry for her instead.

Are you kidding? He had a girl riding him for hours and hours on end once. Granted, neither of them were in ideal shapes, but still...

My wife and I were discussing him earlier. Still maybe the best, most tragic figure Square/Squeenix has ever produced.

On a related note:

Judge Magister Gabranth also comes to mind.

SPOILER ALERT (despite being a 5 year old game)

Aldo Trapani from the first godfather. He might have lost his father and future wife, and became don of NYC, he gets asassinated according to the sequel so they can bring this new guy (damn you EA)

Hope Estheim - FInal Fantasy XIII

Can't imagine how it feels to see your mother die in front of you, then turn into what you've been taught is a monster and an enemy of society because a pink haired girl attacks a machine stubbornly. To go through all this at the age of 14...very sad.

Link from OOT - He saves the whole world, then gets sent back to being a kid, where no on knew what he did, and back to not really being accepted. I was like "BS man! Stay adult and hook up with your 5 girlfriends!" =D