Bloodborne is a game filled with characters whose tragic histories intertwine with the game world around them, and the tale of Ludwig is one of the saddest ones. A wordless comic by Reddit user yutacustoms conveys it better than I can.
I don't want to spoil it for you, and you should read the entire comic here, but Ludwig's story is so tragic because he was an idealist. Consumed by his dedication to the Healing Church, Ludwig became a Hunter (like the player of Bloodborne) and was eventually consumed by the Hunt.
When we meet him in the DLC for Bloodborne, he is monstrously fused with his horse, although his dedication for his mission has not flagged.
You can read up on Ludwig's lore or watch a video about it, but I think the comic does as much as either of those deep dives do when it comes to expressing who Ludwig is and what he was all about.