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To me, the reason why I put forward Frodo (as a few others have) as the most tragic figure is that he (in all his victories) has to put up with the Ring being taken from him forceably. We do not see his possible descent into madness, and this no doubt is an extreme view, but, like Gollum, he did not give the Ring up freely, and he still has to pay the consequences. Yes, he was bitten, stung and stabbed, and these wounds will take time to heal that he will hopefully achieve in the West, but what of his mental scars of losing the Ring?
This is why I see him as the most Tragic figure in Tolkien's work. To me, I need to feel some apathy towards a figure for them to be seen as tragic to me. this may be an incorrect interpretation of Tragedy, but this is what I feel nonetheless.
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