In addition to all the losing and just generally having pathetic sports teams... their one true star of the last decade or so--who is a [nearby] hometown boy no less--took a dump on them on national television (LeBron's "The Decision").
I think Cleveland is far and away the saddest sack amongst this group, and to me, it's not even close.
"I feel sorry for people who don't drink. When they wake up in the morning, that's as good as they're going to feel all day." -Frank Sinatra