In Tim O'Brien's The Things They Carried, how is Lt. Jimmy Cross established as a savior figure; does he sacrifice something?

Lt. Cross is similar to a messianic character in a couple of  ways.

1.  He bears a weighty responsibility and fully realizes the consequences of his not fulfilling his duties.  In the story, "In the Field" from the collection, Cross ponders how he came to be leading his men in Vietnam and the fact that he did not ask for his position of leadership.  Similarly, Christ wrestles with the task before Him when he goes to the Garden of Gethsemane and prays about his global "obligation." 

2. Both Cross and Christ are seemingly alone in their burdens.  They realize that no one else can take on their burdens.  Jimmy cannot confide in his men that he is frightened, that he feel unqualified, or that he wishes he were at home in comfort (again, see "In the Field").  Likewise, the disciples fall asleep while Christ struggles with what he has to do, and they certainly cannot empathize with him.

Lt. Cross, like his men--and real Vietnam Veterans--sacrifices his innocence and some of his sanity.  Yes, he gives up comforts and freedom for a while, but those are for the most part temporary sacrifices.  Cross realizes that he will never be the same person that he was before the war, and he has had to make decisions that most humans will never encounter.  His peace of mind is gone; he will never again play golf on a peaceful green without his mind flashing back to the green of Vietnam.