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This question encompasses the entire novel and cannot really be answered in the detail you want in this short space. I suggest you consult the links below for more information.
1. Hester changes from a woman who flaunts her sin by wearing a beautiful dress and skillfully embroidering the letter "A" to a woman who is dressed more conservatively and is stronger both emotionally and physically than she is at the beginning of the novel. This is because she her sin is open and she learns from her mistakes.
2. Dimmesdale becomes weaker and weaker as the novel continues. He agonizes over his hidden sin, to the point that he puts his own secret letter "A" on his chest. He tries to confess publicly, but stops his confession many times until the end of the novel. The stress of the public confession is too much for his heart and he dies.
3. Chillingworth becomes totally focused on revenge during the novel. This has an effect on him physically as he becomes more and more deformed. Hawthorne says he was initially a fairly kind healer, but he becomes almost devilish in his search for revenge. After Dimmesdale dies, he has nothing more to live for and he withers up like the leech he has been described as, and dies.
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