Is there a term for the logical fallacy that other people have it worse, so you should be happy?
Example: I fall down a staircase, breaking my leg. The next day I go into work, and someone (inevitably) says "Phfeh! That's not bad! Let me tell you about the time *I* fell down the stairs!"
I suppose this also covers the 'third world problems' saying. "You didn't get your last paycheck? Phfeh! First world problems. In Isreal they are shooting at each other!"
Too often people offer sympathy in ways that make themselves feel better at the expense of the target of their ostensible kindness. To tell someone who is suffering "That's not so bad -- I've had it much worse" reassures the speaker about his or her own fortitude in the face of misfortune, but it displays gross insensitivity to the plight of the person suffering in the here and now (even if the speaker is right about their respective degrees of suffering). In saying that the victim's suffering is less than the victim thinks it is, the ostensible sympathizer withholds a full acknowledgement of that suffering. (Contrast that insensitive remark with something like: "I can imagine the pain you are in. I remember how much it hurt when I broke my leg.") In some situations, however, a remark like "Other people have it much worse than you" might be appropriate. If your friend is complaining excessively about not receiving a promotion that she wanted, it might be appropriate to remind her that, well, she...