There is absolutely no contest, it's Russia.
First they were oppressed by the Mongolian people, bearing the full brunt of the Mongolian assault. Once the Mongolians were done with Russia they didn't have enough spirit to get into Europe.
Then the czarist monarchy that oppressed the SERFS (aka slaves), all the way to the imperalistic era, the people were very much oppressed and beaten down, treated as useless cannon fodder and an endless supply of flesh...
Got brutally beaten in WW1, losing millions of soldiers, which in turn led to the Soviet Revolution...
Which oppressed its people even further.
Millions die due to starving and civil war.
The next thing to happen is WW2, Russia losing 20 million men to the Germans.
Assaults into Afghanistan, the Cold War, the iron curtain, and the communist rule for the next 80 years.
Only to emerge into the 21s century as a pseudo-democracy with an autocratic president, while most of the country is living in near poverty, most of it's wealth is sold off to private oligarchs who've had a death grip on the economy ever since.
Oh, and can't forget about Chechnya.
I don't think there will ever be a country that is unlucky as Russia. None of the countries mentioned earlier even come close.