When you've done something you wish you hadn't, or hadn't done something you wish you had.
To argue which is worse is an exercise in futility; for the weight of their pain is subjective: the falling out of a friendship because of an unbridled tongue, the loss of the one you love because you didn't speak up, someone committing suicide because of something you'd said. The pain is there, festering; gnawing at your soul; relentlessly reminding you of its reason for existing: yourself. There's no one else you can blame; for there is no one else TO blame. All you can do is bear this burden, because it is a burden you've forced yourself to bear. And you do so willingly- subconsciously seeing it as penance for your sins.
"Nowhere can a man run- no matter how far- from that which resides in his mind's eye. In vain, he persuades himself that he's able, that he can roam the world eternally until his thoughts fall to the wayside in exhaustion, that he can outlast them as though they were bound by mortal limitations. In his delusion, he forgets that he cannot outrun himself; for his antagonist does not rest from without, but from within. Like a demon sitting on his shoulder, the imp whispers his barbs wherever he goes, piercing him with every step; and yet he continues, thinking his consolation to be measured in miles..."
Regret cannot be satisfied with distance- that is the moral of this story.