I cannot remember a single one. Except for haunting endings presented in Lovecraftian novellas.

Does anyone know of any?

I'm not much of a classics guy but I'll take a look if there's some real tragedy.

a clockwork orange...

Assuming I know what you're looking for I think East of Eden qualifies.... nothing but the worst shit happens to the protagonist and its an immensely amazing book, one of my favorites.

Hamlet or Oedipus Rex

This post was edited by Sioux on Jul 10 2009 11:13pm

catcher in the rye

Oh and Moby Dick. Totally forgot about that one.

Hamlet didn't fail his quest...he manage to kill Claudius.

yeah

"factotum" from charles bukowski

Still, I think most of Shakespeare's tragedies would be appropriate here.

He failed because he tragically fell from the ambition ladder like most Shakespeare's tragedy. He ultimately achieved his retribution through bloodshed and gore.

Greek tragedies in general will also suffice in what you are looking for. Aeschylus, Sophocles and Euripides are key Greek tragedians.