The Aurochs. When you think of domestication and how ubiquitous cows, bulls, have been to humanity the world over and then think that we killed the wild ancestor from which they were domesticated and descended from forever, it's just sad.
Imagine if there were no more wolves and all we were left with were dogs that are only remotely like the wild ancestor that nature and evolution had created.
The other sad extinction I read about is probably the Steller's Sea Cow. Within 27 years of Europeans finding the animal, it was hunted to extinction because it was so big and slow moving, it was easily captured and hunted for its flesh, it's fat, it's meat etc. It's closest relative is probably the Dugong now, but it was the largest mammal outside of whales. Just sad.