After seeing Men in Black III, I still don't understand why K became such a cranky, stoical figure. It is a question even Agent J was puzzled about!
Agent K (Tommy Lee Jones) witnessed the death of Agent J's (Will Smith) father, who was killed by an alien in an act that could have been prevented by Agent K.
Considering the time travel elements of the third movie, and the fact that Agent K from the past was aware of his future after Agent J told him, he has essentially lived with the fact that the father of one of his only friends in the universe died because of his own failures. Since the "past" elements of the movie took place in 1969, this means he's lived with this memory for some 40 years.