Some of this is
from a somewhat antiquated book on proverbs - let the natives chime in.
Russian:
Беда́ не прихо́дит одна́ "trouble doesn't come alone".
Беда́ беду́ роди́т (а тре́тья и сама́ прибежи́т) "trouble birthes another trouble (and the third one will come running by itself)".
Пойдёт беда́, отворя́й ворота́ "if trouble comes along, open the gates".
...and countless other variations.
Latin:
Aliud ex aliō malum "one trouble after another" (Terence, 2c. BC).
Fortūna obesse nūllī contenta est semel “Fortune is never satisfied with hurting a man just once” (Publius Syrus, 1c. AD)
Nūlla calamitās sōla “no misfortune is alone” (unknown, probably medieval).
Dolor dolōrem trūdit et metus metum "one grief presses hard on another, and one fear on another fear" (unknown, probably medieval)
Aliō relinquente flūctū alius excēpit "while one wave was letting <me> go, another one caught up with me" (Erasmus, 15c., translating a fragment of speech by Aristides (5-4c. BC) and treating it as a standalone proverb).
Ancient Greek, also from Erasmus, who says that Aristides' phrase was an alteration of an earlier proverb, which he cites thusly:
Σὸ μέν μ’ ἔλιπε κῦμα, τὸ δ’ ἐγκατελάμβανεν, translating it as haec mē relīquit unda, at illa corripit "this wave has let me go, yet that one is snatching me up" (I don't know Greek myself).
Ἐπὶ δ'ἄλγεσι ἄλγεα κεῖται "grief lies upon grief" (Euripides, 3c. BC).
Ἕτερα δ'ἀφ'ἑτέρων κακὰ κακῶν κυρεῖ "one after another, trouble after trouble befall me" (also Euripides).
Italian:
Un malanno non vien mai solo "misfortune never comes alone".
Una disgrazia tira l'altra "one bad luck drags along another".
French:
Un malheur ne vient jamais seul "misfortune never comes alone".
Un malheur amène son frère "misfortune brings along its brother".
Spanish:
Las desgracias nunca vienen solas "misfortunes never come alone".
Anda, malo, tras tu hermano "come, trouble, in the wake of your brother".
Bien vengas mal, si vienes solo "it's a good ill that comes alone".
German:
Ein Unglück kommt selten allein "misfortune never comes alone".
Ein Unglück kommt dem ändern auf die Fersen "one misfortune comes on the heel of another".
English:
One misfortune comes on the neck of another.