there are many with sad pasts, like Magneto, Beast, Nightcrawler, and so on. But i would still have to say Wolverine. I mean anyone who has read origin should know how sad his childhood alone is. He is always sick, is tormented by "Dog", his Dad is killed right in front of him and his mother commits suicide. The only person that he still cares for is Rose, who is eventually killed by Logan himself (an accident). Through in the facts that he does not know his past, has had more people close to him murdered, and that he will never find out what has happened to him. That makes for a VERY sad past...