If you feel really bad and unfortunate toward someone, that means that you feel bad for them. If you feel bad and unfortunate "with" someone, then that means that you are sharing in their bad feelings or poor situation. Usually we say, that we feel bad or unfortunate "for" someone. I hope that helps!

I would say "feel bad FOR someone" or "feel unfortunate FOR someone." However, I personally feel that the expression "I feel unfortunate for someone" does not makes a lot of sense to me ... I can feel bad for someone ("bad" is how I am feeling) but I think it does not make as much sense to say "I feel unfortunate for someone," because it is not likely that I am feeling unfortunate. Instead, "I am feeling bad that you're unfortunate." Sorry for the long explanation ... I think some people may say "I feel unfortunate for someone" but strictly speaking it does not make a lot of sense to me :)