After completing watching the entire Deep Space 9 series, and having already seen the entire Star Trek TNG series, I have this feeling that the ultimate tragic figure in all of Star Trek is Worf.
Think about it, from early on itself he has had tragedy befall him. His parents were killed by the Romulan forces when they attacked the Khitomer Colony, where Worf and his parents were briefly staying. He was separated from his younger brother Kurn, who was left in the care of a family friend back on the Klingon home world Qo’nos as he was very young. 6 year old Worf was orphaned and found by Chief Petty Officer Sergy Rozhenko, a human Starfleet officer, when Starfleet ships answered the distress calls by the Klingons. Rozhenko took Worf in, and along with his wife, raised him as his own son along with his biological child Nikolai .
After a period of adjustment, Worf integrated himself with the mostly human colony where his foster family were stationed but at age 13 he accidentally killed a boy; while playing football Worf collided with Mikel who died from having the Klingon’s strong cranial ridges impacted against his head. This incident who have a deep affect on Worf and was a large factor for his serious demeanor and for his restraint against the frailness of humans.
Having been raised amongst humans Worf felt part of two cultures & worlds but never felt as a human and rejected (with a few exceptions) as a Klingon amongst his own people, even though he became a warrior and completed the rite of ascension. While uncovering a conspiracy, in order to help the Klingon council save face he had to lose his honour and his family name. He mated with o K’Ehleyr, a female Klingon who was half human, but she never married him as she wanted to further her career. Their union did bear a child, Alexander Rozhenko, who was later sent to be raised by Worf’s parents on Earth. For a while Worf did find love and became husband to Jadzia Dax; but she was later killed. Worf’s brother Kurn also was wiped clear of his memory in order to save him from shame and took on a new name. Briefly Worf has romantic liaisons with Deanna Troi & Ezri Dax but both times it never felt right and the relationships turned back to just friendships.
Thus Worf has always been left alone and with the exception of his parents and his son, who also briefly served with him, been a true tragic figure. Never fully Klingon and never really human, Worf would however be given assignment as the Federation ambassador to Qo’noS and to go and help his friend chancellor Martok.