Anna, the leading lady of Anna Karenina goes mad with jealousy as a result of isolation and guilt: having committed adultery, she can't seem to believe that anyone would be faithful to her. She becomes absolutely incapable of trusting her lover, Vronsky, which in turn drives him further away. Her husband Karenin is initially not prone to jealousy, because he thinks of Anna mainly as a cog in the clockwork that is his life. He doesn't think of her as an individual. His jealousy of her only really emerges once 1) she stops obeying him, and 2) everyone in Petersburg society knows about her affair. We can contrast these two major examples of jealousy with Kitty and Levin. This couple has their own petty jealousies (Kitty over Anna and Levin over Vronsky), but they overcome them through the strength of their attachment to each other.
Anna's jealousy is both justified and unavoidable because Vronsky is her entire life.
Dolly's jealousy is not justified because Oblonsky's affairs never interfere with her management of the household or children.