General Misery:
* Wretched
* Miserable
* Pitiful
* Desolate
* Depressing
* Sorrowful
* Unhappy
* Painful
* Heartbreaking
More Specific:
* Agonizing (extreme physical or emotional pain)
* Despairing (feeling hopeless)
* Dejected (low in spirits)
* Distressed (greatly troubled)
* Grieving (deeply sorrowful)
* Lamentable (causing great sadness)
* Pathetic (evoking pity or sadness)
* Woeful (filled with sorrow)
The best adjective will depend on the specific context and the type of misery you are trying to describe.