One of the best ways to make a truly soulcrushing story is to put the hero
in an upleasant situation. Make a clear shaft of light showing the way out
of it, within reach, and certainly possible. Intensify both the light and
the threat was the story progresses.
Then damn the hero beyond any possible hope of rescue, and turn the light
out completely. And have the hero _know_ this.
Or, as I once characterized Mercedes Lackey's writing, make the reader
love and empathize with a character, then rip that character's arms off.
Oh, yeah, I understand the necessity of this type of development in a
story; I rarely am able to make myself do it to a character, which is one
of my critical failures as an author of fiction.
-- Bob