Nico Robin's backstory is the most heartbreaking.
Her backstory was one of the saddest backstory that I had watched in One Piece, although for me Kanjuro backstory was more sad because unlike Robin who met the Straw hats, Kanjuro never got (refused?) a redemption era. It was sad that Orochi exploited his sadness and anger. Witnessing his parent die before his very own eyes at young age, acting as another person, and at the end refusing the redemption offered by Oden's retainer, his story was really sad until his end.
To be honest, I really hoped that Kanjuro would change his mind and return as an Oden's retainer because Kinemon and the other was willing to accept him again, but it didn't happen. Their past experiences together weren't enough to change his mind. The Akazaya Nine and even Oden loved him, but the desire for vengeance prevailed in him. It's just sad, but that's the path he chose.
Same here, I was really hoping that somehow he will change his mind but I guess before he became Oden's retainer his mind was really set up for that plan. Maybe he really wanted to die that way, which was really sad.