Cubone, obviously. Any underused Pokemon, like... Zubat, Bellsprout, Geodude, Pidgey, Hoothoot, Stantler, Tentacool, etc... Also Gastly/Haunter/Gengar, they're probably never loved enough, because they're so creepy. Dunno about you, but I wouldn't want to pet and hold and love those things. XD
Jynx, cause it's so controversial. Delibird, because it only learns one flipping attack without TM and it probably feels bad about it. Eevee, because no one cares about it specifically, only its evolutions.
REMORAID. That thing is always hanging off the side of Mantine. I feel bad for them.
Gloom... I don't know why, but its name is Gloom, so the creators obviously had something in mind when they made it.
All the fat Pokemon. Miltank, for instance. It probably gets picked on cause it's such a fat cow. :<
Also, Pokemon that never want to be breeded with. Like Jynx. That thing is ALWAYS playing with its boob. Probably cause no one else will.
All the "Happy" Pokemon. Usually people that seem happy aren't, so its probably the same for Pokemon.
Like Happiny. That's probably one depressed Pokemon, cause everyone thinks it's naturally going to be happy.
Psyduck. Can you imagine how depressed you would get if you had a headache all the flipping time?
All the angry Pokemon. Gyrados, Tauros, etc... they have to be angry for a reason, right?
Muk. What's Ekans backwards? Snake. What's Arbok backwards? Kobra. What's Muk backwards?.. Yeah. It's probably embarrassed because of that. Plus it probably gets no love because it's so dirty.
Abra and Snorlax. They probably get really depressed because they can't stay awake for five seconds. Plus, Snorlax is really fat, so it probably gets picked on. That goes along with Miltank.
All the psychic/ghost Pokemon, probably. They most likely don't feel loved, cause the only people that love and train them are freaks.
Porygon and its evolutions. They're robots, and they probably feel like dentist dreamers apart from all the toy makers. That goes the same with Mewtwo.
Dark Pokemon. They're probably "Dark" for a reason.
Legendary Pokemon, since they want to be free, and all we trainers want to do is catch them. Plus, they're expected to be the mighty and incredibly powerful, and it probably pressures them.
Rattata, since it's flipping annoying and no one wants anything to do with it.
Drowzee and Hypno. All they're expected to do is put the foe to sleep.
Spinda. You can tell those things are disturbed by their eyes.
All the poison Pokemon, cause they suck. Same goes for bugs.
All the tiny Pokemon, because they're tiny and probably have low self-esteem.
All the good HM slaves. Since that's all we use them for.
All normal Pokemon. Because they're normal. Nothing is unique about them. They're probably upset about that
Ice and fire Pokemon. Ice are probably freezing ALL THE TIME, and fire are burning up ALL THE TIME. They probably get tired of staying at an abnormal temperature, and get depressed about it.
Bug and bird Pokemon. There's nothing special about them. They're bugs and birds. They do the same things bugs and birds do in our world. They probably feel bad about it.
Electric Pokemon. They're only expected to do, like, three things. Thundershock, thunderbolt, and thunder. They probably want to be known for something else.
Fighting Pokemon, cause there's not much different from super fitness wrestler dudes. They probably want to be more special.
Water Pokemon, cause they're probably miserable when they're not swimming or interacting with water.
Stopping now. Because I think I've effectively named every Pokemon in the Pokedex and why they're sad in this one post. :>