Shakespear has no heroes but only heroinesShakespear is said not to have heroes in his comedies but only heroines because of the leading roles played by them in the acts.
Many of Shakespeare's would be heroes end up dead, either by their own hand or in a battle of some type. In the plays I'm familiar with, the closest I can come to a hero is Macduff in the play Macbeth. The problem is that Macduff might not even be considered a major character. A lot of Shakespeare's male leads are so conflicted that they don't quite fit the hero mold, like Romeo and Brutus and Hamlet.