The Return of the King
We're not gonna lie: Gríma Wormtongue is a pretty awful guy. He betrays Théoden to Saruman so that he can try and force Éowyn to marry him in The Two Towers, and kills his own master in The Return of the King. But still, we have to admit that we feel sorry for him. First of all, he looks terrible. Even Treebeard comments that, during his time in prison with Saruman, Wormtongue has faded away to almost nothing.
Second of all, Wormtongue has tied his own fate to the one man (Saruman) who will always bully and abuse him. Whenever we see Saruman and Wormtongue together, Saruman is always just sneering and jeering at this pathetic, cowardly figure. But Wormtongue is too weak to imagine leaving Saruman. So he just stands by him, letting his hatred grow to insane levels.
The final straw for Wormtongue is when Saruman tells the assembled hobbit mob at Bag End that Wormtongue slipped into Lotho Sackville-Baggins's house one night and murdered him. Wormtongue protests that Saruman told him to do it. Saruman laughs: Wormtongue liked it, didn't he? Wormtongue is so humiliated and disgusted by Saruman's treatment that he slits his "master's" throat. When Wormtongue tries to run away, the hobbits shoot him full of arrows. It's a shameful, miserable death, even for someone as awful as Wormtongue.