Kimimaro's entire clan died and he was an orphan.
Gaara had it the worst because he never felt any feelings until the middle of part 1. The rest had felt emotions. And his own village tried to kill him.
All of them had a sad life but Sasuke & Kakashi hit deep.
Why isn't Itachi in your list, he had clearly the worst life.
They're all depressing in their own ways. It's just some(Naruto, Kakashi, Gaara) are strong enough mentally to fight the pain and become better people because of it. Then there are the weak minded characters like Sasuke and Nagato(and Obito as well, I guess) who feel others have to suffer just because they did.