Marley and Me is mine. I cry EVERY TIME.
Most Helpful Guy
I thought the Green Mile was very sad and also Into the Wild.
But generally speaking, I don't like American movies very much in the category of sad movies. Americans are absolutely awesome at making thrillers and sci-fi and phantasy... but genuinely sad movies is not something Americans are not exactly good at. These "sad" movies often become so artificial and so unbearably corny. Take the Notebook for example. The guy waits for his whole life for the girl of his dreams to come back although she acted like a bitch to him before she left. Seriously? C'mon, no guy would actually do that. And the fact that they die in each other's arms is just... ewww... it's dripping of tackyness.
For the sad movies I love German movies. German movies have a very different atmosphere than American ones. They're usually very calm and very somber. One of the saddest movies I've ever watched and very recommendable is "The last days of Sophie Scholl". It tells the true story of how Sophie Scholl, the leader of the White Rose (a group of Uni students secretly working against the Nazis) is caught along with her brother and their best friend distributing flyers against the Nazis at her University. The three are brought into the main quarter of the Gestapo to be interrogated. The movies is very calm and authentically sad. You can really feel on your own body how Sophie must have felt. You can feel the desperation and anger during the interrogations. In the end, all of them are put in front of a "trial" (which never found anyone innocent) and eventually executed. There is no shooting in the film, no car chases, very few hectic scenes... it all feels very real and when the movie is over, it just leaves you with an extremely depressive feeling. There is no happy end.
Another very sad movie I like a lot is an Italian one called "La vita e bella" (Engl. Life is Beautiful"). It tells the fictional story of jewish family that is deported to a concentration camp and the dad pretends to his little son that everything is just a big game. He does that in order to keep the son's spirit high and so he doesn't get so scared. It's also a very touching movie.
For songs, probably the saddest song I've ever listened to is called "Gloomy Sunday". There is a rumor about it that anyone who listens to it will eventually commit suicide. Creepily, it was really found to be the last song a lot of people who committed suicide listened to (including its composer):