Aww (aw) is used for expressing sympathy or disappointment.
Synonyms and other ways to express sympathy:
ohh (oh)
ahh (ah)
bad/hard/tough luck
what a shame
too bad
poor
They often seem disreputable, like sullen idlers loitering in a public thoroughfare, but they actually do a lot of hard work and are usually persnickety about the tasks to which they are put. They are interjections — one class of them, anyway: those lacking etymological origins but packed with meaning.
But how do you know how to distinguish similar ones — or spell them, for that matter? Here’s an incomplete inventory of interjections (not including variations of actual words such as yeah for yes or onomatopoeic echoes of externally produced sounds like boom) compiled by Daily Writing Tips.