There are a lot of broken dreams in The Mayor of Casterbridge. Elizabeth-Jane is hopelessly in love with Farfrae for most of the novel and is forced to watch him marry her best friend. Henchard has big plans and watches them fall apart because of his own mistakes. Farfrae is the only character whose cheerful nature seems to leave him immune to the pervading dissatisfaction in this novel, and even he has to deal with some disappointments.
In the world of The Mayor of Casterbridge, it's impossible to live down the mistakes made in one's youth. Any attempt to escape past errors leads to broken dreams and dissatisfaction with life.
Henchard and Lucetta both have unrealistic dreams and ambitions and very little control over their passions. It is not surprising, then, that they are the two characters most susceptible to bitter disappointment.