[Glirdan]

Wow!! Where to start. And such a good question to. There are so many. Fëanor, Turin and his family, Galadriel and way more than that. The most tragic in my opinion would be Galadriel. She has had to endure Middle-Earth for three ages, her own choice of course, yet she has not once complained about it. But you can tell that she greatly missed Valinor and the land of her birth, which was probably her biggest sorrow. She also had to put up with having Frodo in Lothlorien and to withstand the will of the One Ring which proved to be the greatest test she was put up against.

I don't need to explain why Fëanor and Turin and his family are tragic heroes. That's already pretty obvious.