Despair Speech

"Out, out, brief candle!
Life's but a walking shadow, a poor player,
That struts and frets his hour upon the stage,

And then is heard no more."

—Macbeth, Macbeth

One of the best ways to show that a character has crossed the Despair Event Horizon is to give him/her the occasion to perform a Despair Speech to show that his/her hopes are lost and that there's nothing else left to do. Expect Creepy Monotone if the character is portrayed as scary.

Not the same thing as Hannibal Lecture: while that is when one character attempts to drive another past the Despair Event Horizon, a Despair Speech would be done by a character to show that they have crossed it. The character is winding up his/her own lack of chances, desperation and, sometimes, remorse for something he/she could have done or said before. If said character is a criminal, his/her confession can become a Despair Speech. Be careful when writing this: done too much or badly, and it becomes Wangst.

Contrast Badass Boast.

Examples of Despair Speeches include:

Anime and Manga

As one might expect, this is Played for Laughs in Sayonara Zetsubou Sensei. "I'm in despair! [Insert topic here] has left me in despair!" is the catchphrase of the main character.
In Neon Genesis Evangelion, Shinji is prone to doing this, particularly at the End.
Lelouch from Code Geass near the end of Turn 20: "My name is Lelouch vi Britannia, I am the eldest son of Empress Marianne, the prince who was abandoned by his empire. If anyone wishes to stop me, let them try, if there is anyone who can go beyond my despair."
Sayaka from Puella Magi Madoka Magica delivers one just before turning into a witch.
Pictured is Luffy from One Piece having an epic breakdown after losing all his friends and watching his brother die protecting him, when he was supposed to be the one saving him

Comic Books

Played for Laughs with Dirk Anger in Nextwave.

I've reinvented suicide as a group activity. Go me.

Batman, of all people, gets a borderline one in Going Sane as he tries to tell his girlfriend that he's finally realized that the world doesn't actually need Batman and he can let that part of his life go (without actually admitting he was Batman). Subverted when she not only reveals she knew he was , but the world absolutely needs him so he better get his ass in gear and go back to Gotham.
Hal Jordan got a few of these back during his Parallax days.

Film

Casablanca: Not a speech per se, but Rick's dialogue in his famous "All the Gin Joints" scene once Elsa shows up smacks of this.
In the Steve Martin movie remake of Sgt. Bilko.

Bilko: Well, of course I have a plan! [spelling out PLAN on the chalkboard behind him] a P-L-A-N plan!... but maybe, a plan is not what I really need [gets down on his knees], what I really need is just a little puppy. A little puppy with big brown eyes, who would just come to me and lick my face, and just love me so much no matter what kind of person I am.

Adam Sandler's character in The Wedding Singer has a Despair Song that's pretty great.
Jason Segel in Forgetting Sarah Marshall.

Literature

Denethor gives several of these in The Lord of the Rings; the most notable is the one he gives when he burns himself to death on his pyre.
Harry Potter and the Half-Blood Prince: Horace Slughorn gives one of this when he agrees to give Harry his memory about the time he told Tom Riddle about the Horcruxes.
The Book of Job is full of these, mainly delivered by Job himself, making this trope Older Than Dirt.

Live Action TV

A very short one from Blackadder II (which is A Shout-Out to Shakespeare's Richard II):

Percy: Then you are doomed. Alas. For God's sake, let us sit upon the carpet and tell sad stories.

In Criminal Minds, some UnSubs do this while confessing.
- Hotch also gets one to no one in particular in the form of narration at the end of "To Hell... And Back". His soliloquy about how much everything sucks is interrupted by the Reaper breaking into his apartment and trying to kill him. Yeah.
Yhe old Hee Haw song "Doom, Dispair and Agony On Me" is a parody of this trope.
The "Life is like a box of chocolates..." monologue delivered by the Cigarette-Smoking Man in an episode of The X-Files is very cynical and nihilistic, even for him.
Dean has many in Supernatural. The most notable one is when he admits that he wishes he'd never been brought back to life, and concludes "I should've stayed dead."

Theater

After the queen's death, Macbeth pronounces his famous monologue.

To-morrow, and to-morrow, and to-morrow,
Creeps in this petty pace from day to day,
To the last syllable of recorded time;
And all our yesterdays have lighted fools
The way to dusty death. Out, out, brief candle!
Life's but a walking shadow, a poor player,
That struts and frets his hour upon the stage,
And then is heard no more. It is a tale
Told by an idiot, full of sound and fury,
Signifying nothing.

Shakespeare's Richard II

For God's sake, let us sit upon the ground
And tell sad stories of the death of Kings.
How some have been deposed, some slain in war,
Some haunted by the ghosts they have deposed,
Some poison'd by their wives, some sleeping kill'd,...

Every other speech in Hamlet.

Video Games

Hope at the beginning of Chapter 11 of Final Fantasy XIII. In fact, most of the l'Cie just before their Eidolon battles.
Dragon Age II: If you side with the Mages in the endgame, Orsino delivers one after seeing so many of his fellow mages dead.

Orsino: Look at it all. Why don't they just drown us as infants? Why give us the illusion of hope?

Solid Snake gets one in the original Metal Gear Solid if you fail to save Meryl. "I'm not the hero you thought I was! I'm nothing!"
In King's Quest VI Heir Today Gone Tomorrow, Alexander comes up with Despair Speech while acting like a Drama Prince in front of Shamir Shamazel and the Pawn Shop Owner. Your Mileage May Vary on this, but it is the finisher in the speech, "I am... no... more..." after downing the whole "Drink Me" potion bottle that could tug at our heartstrings a bit... if we didn't know it was Faux Death.

Web Original

Ganondorf gets a pretty epic one near the end of There Will Be Brawl.
The Nostalgia Critic has a good one in his first commercials special, made even sadder by some really aching violin music playing over it.