My biological great-grandmother (I say bio, because she wasn't actually part of my family) committed suicide by self-immolation in the 1970's. I don't believe she was a very nice person, but she had buried 2 husbands, 2 sons (who died in their 20's), and was an alcoholic who was living in a boarding house and she had done it real hard. She had had an awful life.
She "borrowed" a jar of metholated spirits and when the guy who gave it to her asked what she intended to do with it (the boarding house was for chronic alcoholics only and he probably thought she was going to drink it) she told him she was going to wash the floor of her room. She went to the lean-to laundry at the back of the house, doused herself, lit a match, and when that didn't catch, put the spent match on the window sill, lit another one, and ran into the backyard on fire.
She lived for eight hours and denied attempting suicide. But the inquest found that the spent match on the window sill proved she intended to set herself on fire. Don't ask me how they worked that out

Aside from the many many infant deaths (although my stock seems to have been fairly hardy - I have branches where 12 of 14, 22 of 23 and 13 of 15 children lived to adulthood) I have some other sad stories:
- a woman who fell off a tram and hit her head on the road
- a man (who had been orphaned at age 1) dying from burns when a burning tractor rolled on him
- a man with 10 children who fell 900 feet down a mine
- a man who fell off a carriage and the horse rolled on him, crushing his chest
and my "favourite" - an ancestor who owned a pub and died of alcoholism!!
Most of my sad ones involve men who died in workplace accidents (like the two above, as well as two of my 2xgrandfathers who died in falls). The reason they are so sad is because all of these men were well into their 70's when they died. They all started work at about age 12 and were still working in hard physical labours 6 days a week more than 60 years later. And these men all died after 1930, not back in the 18th century.
I also have a woman who died of "old age, duration 7 days"!!
As for children dying, I found the headstone of an rellie not long ago. In an overgrown cemetery in an old mining town, there was this HUGE marble monument to my great-grandfather's baby sister, who died of convulsions in the 1870's. They were a poor mining family, but they managed to erect this magnificent memorial to their little lost girl.