In the end, he hated what he had become so much and refused to go back to the surface. He felt broken.
Oh, I get that it's a sad ending. Totally get that. But, "sad ending" is not tragedy. If your protagonist has success, then it's not a tragedy in the literary genre sense. Tragedy, again, in the literary genre sense, has a very specific meaning. And
@I'm A Banana made it very clear that it's the literary genre sense that we're talking about. Even in something like Breaking Bad, Walter totally destroys his family, he dies, everything he tried to accomplish pretty much goes up in flames. You might argue that Jesse escaping is something, but, at what cost?
Wasn't Walter's entire reason to provide for his family? And ultimately, he destroyed that. Making it a very good example of tragedy.
A bad ending for the protagonist is not a tragedy. Not if the protagonist actually succeeds in what he or she was trying to do. Frodo is a broken man at the end of LotR but, LotR is not, by any measure, a tragedy, despite the harrowing of the Shire and whatnot. ((Oh, no. I just Tolkiened the thread. I'm SOOO sorry
@I'm A Banana. I knew not what I was doing.))
But, for me,
@TaranTheWanderer 's example is a good example of tragedy. It would be REALLY hard to pull off in D&D. I would think that some of the more story oriented games like things in the PbtA family might be a better way to go. A game like Ironsworn, where everyone understands that failed checks or weakly passed checks, is where all the interesting stuff happens.