Let things go
Two of the unhappiest people I ever knew lived in the apartment below mine when I lived for two years in Salt Lake City. They acted as on-site managers--collected rent checks in exchange for a break on their own rent. I didn't have any real visibility into their financial situation; they seemed to be getting by, but at a pretty low standard of living. Like many unhappy people, though, they had a well-worn story of woe. They told it to me the very first time we met.
There's nothing wrong with a story of woe. We all have one. Most of us have more than one. But their story wasn't about their current problems. Their story was that some two decades earlier, they had sold a few acres of land in central Florida, land that later became part of Walt Disney World. They figured they'd probably been cheated, or at best were terrible unlucky.
That experience seemed to have colored their whole life. Every day was a day that they could have been--would have been, if not for bad people and bad luck--rich.
I've known other people like that. They viewed everything through the prism of something gone wrong. In some cases, the bad thing was a real trauma--a crippling accident, growing up without a parent, the loss of a lover or sibling or child--but often, as in the case with my neighbors, it seemed to be less than that. All that had really happened to them was that an opportunity for great good fortune had come close, but had missed them. It was like standing next to the guy who bought the winning lottery ticket. But in their eyes, not being super-lucky was somehow the same as having been very unlucky.
My experience is that you can't really be happy until you can let these things go.
In many cases the people in question may be clinically depressed and need to get proper medical attention, after which issues like these that seem to cloud their lives will just clear up on their own. If that's your situation, by all means, get the care you need. Great strides have been made in treating depression in the past twenty years or so, in the form of modern antidepressants and various kinds of therapy.
Looking in from the outside, though, it seems that a lot of these cases aren't that. They're just people getting stuck on what might have been and finding it hard to accept that things are as they are.
When this isn't a medical issue, I think there's a spiritual component to getting past such things--what you're looking for here is grace, and offering forgiveness to those around you is going to help as much as anything. Personally, I find that Buddhist practice is of help here. The way not to live in the past is to practice mindfulness--put your attention on where you are now. The first step to forgiving others is to feel compassion for them. Rather than feeling bitter over missed opportunities and past ill-use, chose to feel gratitude for the opportunities that weren't missed and the times that people and fate treated you kindly.
Those are the tools that I use when I need to let things go.