The Lord of the Rings is a fantasy epic that has influenced storytelling for many decades now. The story deals with many serious themes and has many inspirational as well as tragic moments. While the story might be set in a fantasy world, the metaphors about war and loss are very applicable to the real one.
Because of this, there are many sad things that happen to the characters in the story including to the Fellowship of the Ring members. They all went through some really difficult, scary, and traumatic things on the journey.
Arwen would only have a relatively short amount of time with Aragorn
While Arwen wasn’t a member of the Fellowship herself, Aragorn was. Overall, their relationship is both beautiful and rather tragic.
Because of Arwen being immortal and Aragorn being mortal, even though he had a long life compared to other humans, they would only ever get a relatively short time together compared to the lifespan of elves. Also, as elves in the Tolkien world can often die of broken hearts, Arwen would eventually die from their love. This knowledge would surely hurt them both.
Gimli learning of what happened to Balin and Moria
Fans of The Hobbit, both the book and the films, grew rather fond of Balin themselves, so the fact that Balin and other dwarves died in Moria is that much more tragic.
For Gimli, this was probably the saddest thing that happened to him that we see. He had no idea that his cousin as well as many other of his kinspeople and friends had been dead for so long.
Boromir Never Wanted To Join The Fellowship
Although Boromir doesn't often endear himself to the viewer, when the films introduce his father, it becomes clear that this representative of man never truly wanted to be part of the council that met at Rivendell and thus became the Fellowship. In flashbacks, it is apparent that Boromir wished to remain in Gondor, but Denethor forced him to, essentially signing his death warrant.
There are also clear issues between Boromir, his brother Faramir, and their father. All in all, Boromir's complex family life is one of the sadder parts about him and ultimately lead to his demise.
Frodo basically had no choice but to be the ring-bearer
Frodo goes through more than almost anyone else in the Fellowship because he’s the Ring-bearer. As such, he has a heavy burden and responsibility, and it's’ not one he ever wanted or asked for.
He realizes that he’s the only one who really has a chance of carrying the Ring to Mount Doom and that fate has brought it into his hands, but it’s not like he wants to take such a perilous course, and he suffers a lot because of it.
Aragorn carried a lot of guilt
Aragorn, especially the movie version, is a very upstanding person who cares deeply about morals and helping others. He’s courageous and loyal, and the fact that his love for Arwen will bring about so much pain for her really eats at him.
He clearly is very torn because he loves her a lot but also doesn’t want her to die because of him.
Legolas’ family and friends would all have left Middle-Earth
There are a lot of things about many of the Fellowship members that aren’t explored much in the movies or even in the main plot of the books. However, for fans who have read supplemental books, there are a lot of other sad things happening behind the scenes.
For example, as an elf from the kingdom of Mirkwood, Legolas’ own kin had dealt with Sauron in their own lands around the time of The Hobbit, and they would then have left Middle-Earth with the other elves.
Boromir’s death
Boromir is probably the least likable of the Fellowship members in some ways, as mentioned above, because he's’ the one who struggles the most with being tempted by the ring. However, he does have his heroic moments, and his care for Merry and Pippin makes him redeemable.
His death is quite sad because he recognizes his own shortcomings and feels like a failure both for trying to take the Ring and for failing to protect Merry and Pippin.
Merry and Pippin lost their youth and innocence to war
Tolkien, who had himself fought in World War I, including some elements of his own experience of war in the story of the War of the Ring. It’s also rather obvious that the Shire specifically is somewhat like England to Tolkien.
So, Merry and Pippin represent the loss of youth that soldiers in war experience as they end up being deeply traumatized by the experience.
Samwise had to live the rest of his life without Frodo
Sam has to put up with a lot during the journey to Mordor, but he’s also one of the strongest, bravest, and most loyal characters in the story.
Perhaps, one of the hardest things to watch is when Sam learns that Frodo will be leaving to the Grey Havens. While Frodo wanted him to be able to live the rest of his life in relative peace, it was also very difficult for Sam to have to let him go.
Frodo never truly recovers from the trauma
Frodo suffers great emotional and physical wounds on his quest to destroy the One Ring. He always has the scar and some physical pain from his Morgul blade wound, but it’s the emotional scarring that runs even deeper.
He can’t quite return to life as it was before, and the only solace he finds is going to a place that’s basically a metaphor for heaven.