Put somebody out of their misery
Definition 1 of 2
Pro Tip 1/3Final Relief
Refers to ending severe physical pain, typically used when no hope for recovery exists. 
After the horse broke its leg, the farmer had to put it out of its misery.
Pro Tip 2/3Sensitive Context
Used in serious or delicate situations, often involves life-and-death decisions. 
The disease was incurable, and he begged to be put out of his misery.
Pro Tip 3/3Metaphorical Use
Sometimes used in a non-literal way, to describe the ending of emotional suffering. 
She was so heartbroken, I almost wished someone could put her out of her misery.