I'd recommend the Greek tragic plays if you want a tortured character, in particular the ever famous Oedipus (written in three plays by Sophocles, Oedipus Rex, Oedipus at Colonus and Antigone. There are some great monologues in these plays, as well as a wealth of secondary and tertiary sources for you if you want to do some extra background reading.

The story of Oedipus is long and complex, and is one of the highlights of Greek tragedy, but the short version is Oedipus accidentally kills his father and marries his mother.

Also of note from the Greek world would be Orpheus, the famous lyre player. Ovid's Metamorphoses tell perhaps the best version of the story, though Orpheus is not portrayed in a positive light unlike other tellings of the story. If you don't know the story, Orpheus' wife dies and descends to the Underworld to get her back. To get her back, he sings a song to Hades and Persephone who are so moved that they agree to let Orpheus' wife return as long as he doesn't look at her on the way back. He does, and she has to stay in the Underworld. Orpehus is sad, and eventually whilst mourning his wife is torn apart by the Maenads (Female worshippers of Dionysus is a state of ecstasy).

The English comic book writer Neil Gaiman covers the story of Orpheus his incredible work Sandman, and provides for me one of the great lines about Orpheus' song: 'Thou hast made the Furies cry, Orpheus. They will never forgive you for that' - Persephone