Saddest movie... Schindler's List. I cried so many times throughout the whole film. The ending was just heartbreaking. Nothing else really compares to it because it also has that history and realism behind it.
+1 for "Grave of the Fireflies" being one of the most effed up, sad movies I've ever seen...but because it's animated, it doesn't get me too much.
"Dancer in the Dark", starring Bjork, is absolutely the saddest film I've seen.
==SPOILER ALERT==
It's a about a blind immigrant, who happens to be a single mom, trying to raise money for an operation to save her son's eyesight. Her landlord steals the money, and she beats him over the head to get the money back. Long story short, she gets sentenced to death and is hung in the final scene.
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