Spider-Man. Spider-Man repeatedly loses loved ones, is hated by the city he's sworn to protect, and makes no progress whatsoever in his life. Has Spider-Man really changed for the better or worse, though? Not really. Spidey has lost, in no particular order, his robo-parents, his actress-aunt, his first true love, his marriage (talking about the brief separation that ended through the Straczinsky run), his best friend Harry, some love interests and pals (we still miss you, Captain DeWolff), has suffered by every one of them, and then he grew a few more.
Daredevil: Daredevil is probably the only super hero who has it even worse than Spider-Man. If something good happens, you can bet it won't last and will be swiftly followed by an unexpected punch to the gut, spiritually speaking. Born Again is the most famous example, but there are many, many others. Many issues have shown him as being so emotionally damaged that he is almost incapable of feeling happiness and he feels like he can do little more than brace himself for the next trauma or humiliation. Bendis and Brubaker's consecutive runs had him go through a mental breakdown over the death of his longtime girlfriend Karen Page in Guardian Devil, his secret identity being blown, getting sent to a high-security prison (filled mostly with criminals he'd put away) for obstruction of justice, his wife being driven insane by a supervillain, getting committed to a mental hospital and his best friend seemingly killed.
It got so bad that Mark Waid made his run muchLighter and Softer because he was sick of, in his words, "needing a stiff drink" every time he read an issue. Naturally, the next writer after Waid immediately undid everything Waid set up so Matt could go back to being as utterly miserable as possible.
The Guardian Devil arc itself is hellfire for Matt. Karen gets a false diagnosis of HIV, and then dies in the crossfire of a fight between Matt and Bullseye, Foggy nearly loses his mind thanks to Mysterio making him think he killed someone, and Matt himself ruins his friendship with Black Widow, though he reconciles with her at the end.
It would take an entire page to describe the shit Cyclops has put up with, all to push him down deeper the Anti-Hero scale, and he gets blamed for each and every action and reaction, whether he's accountable or justified or not.
X-Men's Rahne Sinclair/Wolfsbane. To say she's had it rough is putting it lightly. When killing and eating your monster of a father is considered one of the better moments in your life (by anyone who isn't you; you were heartbroken about his death even before realising you were responsible), well...
Ultimate Reed Richards, as of the end of Ultimatum.
Iron Man: Tony Stark's entire life consists of one traumatic event after another, mixed with a morass of personal issues covering everything from alcohol to troubled romantic relationships, an angst-and-tragedy-ridden personal and professional life that include, but is not limited to, traitorous/murderous friends and business partners who have tried to destroy him and his friends multiple times, all combined with a ridiculous amount of overwork note (running Stark Industries, churning out new inventions to keep it running, managing the Avengers' legal and financial problems, being constantly on-call to consult other superheroes on technology-related crises, being a founding Avenger and occasionally the group's leader, being a superhero on his own time, and dealing with enemies who want to kill him on both superhero and business fronts) that is directly responsible for most of the aforementioned trauma, to the point where he has had to basically completely rebuild his life from the ground up on several different occasions.
His origin story alone is pretty terrible, but it's never addressed that, after going through that trauma conga linenote Being kidnapped by terrorists, being in fear of his life every day for months while being forced to build highly destructive weapons with his own tech, watching his only ally die and then suffering severe Survivor's Guilt over that which he has not gotten past, having to kill at least fifty people while escaping, and his heart being severely damaged to the point that he was only being kept alive by his own tech., he had to go back to the States and run a company. A company that was in severe danger of collapsing after he pulled the plug on the weapons department. He couldn't afford to show weakness, There Are No Therapists, and his only support system at the time was his secretary and his chauffeur. Let's not even get into the lack of support he gets from The Avengers, who seem to operate on the general policy of "if Tony's issues aren't affecting us, we aren't going to ask."
The Incredible Hulk: Bruce Banner's trauma conga line is more like trauma conga life. He went from a traumatic, abused, isolated childhood right into an even more traumatic, abused, isolated adulthood, and has suffered through pretty much every misfortune and tragedy that life can throw at a person. On the rare occasions he does find a measure of peace or happiness, it never lasts and gets ripped away in the most brutal manner possible. Oh, and as of Avengers: No Surrender it's confirmed not even death will bring him peace.
When John Byrne took over West Coast Avengers, his first act was to put Scarlet Witch through a seemingly endless trauma conga line: first her synthezoid husband, the Vision, was dismantled and his personality erased, effectively ending her marriage. Then she was kidnapped by a secret society trying to use her to create a race of super-mutants. Then her children were revealed to be made from pieces of the devil's soul and erased from existence. Then her memories were erased, and she was driven to catatonia and temporary insanity. Byrne managed to do all this in only a little over a year on the title.
X-23. It starts with her being created to be the perfect assassin and a Living Weapon, and just goes downhill from there. She's abused and tortured physically, mentally and emotionally for thirteen years. When she finally escapes, she's forced to kill her own mother with a chemical trigger that sends her into an Unstoppable Rage. She eventually finds her way to her only other family and starts to build a happy life, until her creators come looking and she's forced to send them into hiding and never see them again to protect him. Then she spends a year or two as a Street Walker under a sadistic and violent pimp. After joining the X-Men (who could probably provide a whole page of examples themselves) she's nearly killed by Nimrod, joins X-Force and is recaptured by the Facility and tortured with a chainsaw, leading her to a mini-Heroic BSoD over how she'll never be able to escape them, is driven into an existential crisis by a demon over whether she has a soul, and just as she's starting to piece things together gets shanghai'ed by Arcade to fight other teens to the death for his amusement. And after that she's tortured by Purifiers, who reveal that the whole world has seen her in a trigger scent rage. The poor girl just can't catch a break!
RachelGrey. Oh ye Gods, Rachel Grey. Put succinctly, dying was not the worst thing that ever happened to this poor girl. She grew up in a dystopian hellhole, has seen her loved ones killed before her very eyes more than once, been brainwashed and Made a Slave repeatedly, and almost never seems to catch more than a few seconds break before the next horrific thing comes along.
All-New X-Men: Teen Jean Grey, a 16 year old girl, has her powers blooming early, with her attempts to deal with Power Incontinence adding to her troubles. She finds out she is going to die (repeatedly) and is, as far as she knows, still dead, while her teammates survive to the current day.
