Post-Crisis or overall before the reboot I'd say Garth would have to be there "in Universe". Belongs to a group of people who wanted him dead because of a superstition basically, an outcast, didn't know his lineage, becomes really close to a girl named Tula then starts dating her only at a young age to have her die in his arms. Things start looking up for him as he marries Dolphin has a kid with her and before meeting Dolphin was becoming a full fledged sorceror. Only to have that same magic make Atlantis disappear in Obsidian Age, and ater lure Spectre to Atlantis to kill his wife and son. Him becomng an amnesiac, only to regain his memories and get his heart ripped out by his first love.
Hawkman is up there to, same with Martian Manhunter
I love her but DCAU Harley Quinn mad love is just sad.
I guess it depends on how you view it.
I think Triumph was the most depressing hero to be aware of.
His whole story arc over the years was a MESS because writers started to hate the guy (many fans too). So as a big fan of his I've always been weirded out by his treatment over the years.
He starts with the tragic retcon story (fair enough).
From there he's built up and shown as clearly super smart, powerful and effective but always treated like an idiot or unimportant by the JL Taskforce team.
Neron offers him a candle that if lit (technically wording should've made only Triumph lighting it do anything) will restore his history to the DCU IE it'll have been as if he never was lost in time.
His TEAM MATES light it and thus sell his soul and apaprently his return to greatness means nothing as if it still never happened.
Now soul less and having accomplished nothing and apparently being homeless he's manipulated by a 5th Dimensional Imp into being a villain simply because he wanted to bring back the heroic days of his better JLTF moments.
Defeated the other heroes insult him. Batman saying he never liked him. Superman saying he could've just asked to join. Oddly implying if anything the JLA KNEW he was down on his luck and homeless and didn't care to help.
He's then frozen by Spectre and nearly killed. Oddly other stories have said Spectre cannot do anything to the soulless so it's also an error now.
And then he was seemingly killed when Prometheus blew up the JLA satellite to start World War III (something later confirmed) in Brave and the Bold.
And though not on him directly a later story (said Brave and the Bold story) said that between his own wobbly reality existence and the punches to reality by Superboy-Prime a son he had with one of his ex girlfriends was being put through similar pain as his soul was LITERALLY being pulled in and out of reality making him more or less cruel constantly. So the end of the story has his son seemingly vanish to limbo much like Triumph basically saying YEP. Better off gone.
Crap I forgot about J'onn. Love the guy but man is his story rough.