Flight Crew Air Transport Pilot (ATP); Flight Crew Instrument
Situational Awareness; Time Pressure; Confusion; Fatigue
ATC Issue All Types; Deviation / Discrepancy - Procedural Published Material / Policy
General Flight Cancelled / Delayed
Human Factors; Company Policy; Environment - Non Weather Related
The fatigue call that was made by myself and my First Officer was predicated by a very long day the day before as well as schedule changes on the day of the fatigue call.  On [date 1]; we flew 9.1 hours from ZZZ to ZZZ1 to ZZZ2 to ZZZ3.  We had 30 minute or less turns the whole day; both passenger legs required lav services; and refueling was required at each stop.  On approach into ZZZ1 we also had to break off the approach as the aircraft in front of us slowed down more than ATC anticipated.  On approach into ZZZ2 we picked up ice and frost underneath the wing clinging to the bottom of the cold soaked fuel tanks.  We attempted to start the process for de-icing; but multiple aircraft had to be moved on the ramp for that to occur per the FBO.  By the time the passengers arrived and bags were loaded the majority had melted and I used my hands to remove the rest.  The flight down to ZZZ3 was 4.0 hours due to headwinds and we arrived at night time.  The next day was only supposed to be one leg from ZZZ3 to ZZZ4 then it grew to include ZZZ4 to ZZZ5 once we got to the hotel.  Only about 30 minutes prior to departure from ZZZ3 the next day were we informed that the day had grown to ZZZ3 to ZZZ4 to ZZZ6 to ZZZ7 and then once we arrived in ZZZ4 it had grown again to include a 4th leg back to ZZZ5 from ZZZ7.  On our way into ZZZ7 we were informed by ATC that ZZZ Center would be going ATC zero for COVID cleaning and once we landed no clearances could be issued northbound.  This would necessitate staying in ZZZ7 for the night and a show at XM:0X am to arrive at ZZZ5 for the passenger leg at XP:00 am.  The fatigue from [Date 1] and [Date 2] would have only been amplified by the early show and so we decided it was not safe to continue as scheduled once we arrived in ZZZ7 for the night.  The fatigue was further evidenced by the fact that while we were getting our bags out at ZZZ7 we discovered that a passenger [bag] from the ZZZ3 to ZZZ4 leg had been missed and was still in the aircraft.
Air Taxi Captain reported calling off a flight due to fatigue from a grueling schedule they had for a couple of days.