Well, my opinion has changed very recently on this. Originally I would have said Boromir or Turin, but I just reread the Chapter 'Of the Ruin of Doriath', and I now believe that Hurin was the most tragic of Tolkien's characters. Because he defies Morgoth, Hurin is forced to endure perhaps the most deadly of tourtures: Emotional torture.
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Therefore with my eyes thou shalt see, and with my ears thou shalt hear; and never shalt thou move from this place until all is fulfilled unto its bitter end
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Melkor gives him essentially part of his own power, just so he can watch his family suffer. You'd think also that during Hurin's watching person he was made, to some extent, invounerable. After around twenty years of sitting chained in a chair, he'd probably develope some pretty bad bedsores! Although Turin's tale is incredibly sad, Hurin is constantly watching. He doesn't share the physical pain of Turin, but he indures a greater pain: Watching helplessly while his family dies. There is, however, a chance I could be exageration the emotional pain Hurin indures in his chair, as
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it is not said that Hurin asked ever of Morgoth either mercy or death, for himself or for any of his kin.
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Although, this could also imply that Hurin's strength of will was so great that he would indure years of tourture before succumbing to the will of Morgoth. Could this possibly make Hurin the strongest men ever? As if killing 70 trolls wasn't enough, Hurin has a strong enough will of mind to not beg for mercy at the hands of Melkor!
Well, with his children dead, Melkor releases him, most likly knowing that his tragic life is not yet over.
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Therefore they did not lay hands on Hurin, but let him walk at will in those lands; in which they were wise, for the remnant of his own people shunned him, because of his coming from Angband as one in league and honour with Morgoth. Thus his freedom did but increase the bitterness of Hurin
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By this point, you'd like Hurin would take his own life like Turin, but he still wanders for Morwen. After all the turmoil, he finds his wife, and spends just one day with her before she passes, and then comemorates her in the Stone of the Hapless. If matters couldn't get worse, Hurin was now the last of Dor-Lomin, and that thought itself must have been a heavy burden for him. Having little spirit left in him, he doesn't hesitate to kill Mîm, and take the Nauglamír.
It is after he takes the Nauglamír that the last part of Hurin's tragic life is fufiled: The ruin of Doriath. By giving Thingol the Nauglamír, he will bring about the king's death, the departure of melain, and the ruin of Doriath. Yet, although his action condemns Doriath, he says
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Receive now, lord, the Necklace of the Dwarves, as a gift from one who has nothing, and as a memorial of Hurin of Dor-lomin. For now my fate is fufilled, and the purpose of Morgoth achieved; but I am his thrall no longer
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He expresses at this point that Morgoth is no longer his slave master, and he ends his life by jumping to his death in the sea. In my opinion, Hurin's sorrow is Turin + 100!
I don't really know how to end this, so I'll just end it. I believe Hurin is the most tragic of Tolkien's Characters!