All the King's Men
If we take Jack's word for it, we have to recognize that Willie is the story's hero. As Jack is telling this story he says that Willie is "the hero of the piece" (3.346). Many of Willie's behaviors are extreme, but so is love for his family, friends, state, and country. He truly loves people, and wants to see people thrive. His death is intimately connected to the way he leads his life, and the way he chooses to effect change. This is what makes him a tragic hero.
Jack and Willie have to share the protagonist role. By the time All the King's Men is over, we are probably more involved in all of Jack's personal sagas and intrigues than we are in the life of Willie Stark. Because Jack is telling the story, and because so much of the story is his, we get to know him better than any of the other characters. Jack's relentless pursuit of the truth drives both tragedy and hope in this novel.
Cass is the tragic hero of his story, which takes up most of Chapter Four. Like Willie, he is a tragic hero; we are supposed to learn from his mistakes, and from the things he does right.