Lear has two of his daughters turn on him and strip him of everything he held dear, and also ended up going insane before dying in the end. Cordelia, the true one of the three daughters, ends up getting royally screwed, getting none of her father's kingdom and her husband's forces get spanked in the war at the end of the play. Then Cordelia and everyone else dies.
Then there's Gloucester and his family. Edmund, his bastard son, manipulates his brother Edgar, a legitimate heir, into running off, leaving Edmund to get Gloucester's kingdom. Due to various circumstances, including Edmund's power-hunger, Gloucester gets his eyes plucked out, and he dies too IIRC.
How's that for tragic? All the good people get owned and all the bad people get everything. Then they die (of course; it wouldn't be a Shakespeare tragedy if you didn't have everybody dying).