@ DumbPaladin: Well most of the bad things that happen to him happen to at least one other person as well, like being shot for a ton of damage by the gatling gun, or the items lost in the fire. IF something doesnt work out for someone else and he's not involved, he's kinda bummed about it like anyone would be (like I said, no one is HAPPY to take a bunch of damage or lose an item), but no more then anyone else really. Maybe SLIGHTLY more.
And yes he gets upset about pretty much anything negative that happens to him. Example:
We're 3rd level. HP is in the low 30's. We're fighting a guy who is obviously a super badass, has defintily had some sort of enchantment or something on him or had drunk a potion of someting good. He's comes up and whacks said player with an obviously magic sword (a cavalry sabre) for 15 damage. Player freaks out, saying it's BS that someone did that much damage with a sword, citing the fact that HE can't do that with HIS cavalry sabre. He has a mundane sword and a 14 strength. The guy who hit him was probably stronger in the first place, probably had Bulls Strength or something, and his sword was magic. Maybe he had some feats too. Power Attack? Weapon Spec? Hell, it could've been a critical hit. But the player had a very hard time accepting that damage.
What does that tell you? You guys have done an excellent job of analyzing this so far. Have you considered careers in psychology?