In Madame Bovary, the secondary character of Charles is initially tormented, and lives the dull and mediocre life of a man who simply does not have much going on in his head. His first marriage is short, unloving and not especially profitable – the trifecta of a bad middle class marriage. As he falls in love with a new woman, the middle class sadness continues onward, as his wife (Emma) has fantasized that marriage would solve the problems of her life. When marriage proves to be suboptimal, she surprises no one by maintaining fantasies about being wealthy and in the state of perpetual infatuation that little girls often secretly dream about well into adulthood.
Emma is further saddened when she gives birth to a daughter. She wanted a son, after all, and this just gives her further reason to be sad about how terrible her life is going. She actually rejects the affections of a man who genuinely loves her – but then she becomes further saddened when he surrenders himself to never having her, and goes off to study in Paris. If all that Emma wanted was wealth, it remains to be seen why she would marry a man like Charles in the first place. Charles continues to love his wife, stupidly doting on her despite her affair with a wealthy neighbor. When she gets dumped by her other guy, Charles even takes care of his wife as sadness drives her to a near fatal illness.
Of course, the debts Emma racked up in seeing (and buying gifts for) her former lover, and her medical bills (because Charles is such a bad doctor, he had to outsource her care), they experience no shortage of financial troubles. Emma makes very little secret of her infidelities, both with her first lover and her second one (the man who had given up on her in the first place). In the end, she so thoroughly fears that Charles will find out, she kills herself with arsenic.
It would appear that the horror of the middle class is nothing but an overabundance of lies.