Most Depressing/Sad Movies, Shows, Anime, etc?

The Elephant Man (1980)

El Orfanato (2007)

The Pianist (2002)

Schindler's List (1993)

Pan's Labyrinth (2006)

La vita è bella (1997)

The walking Dead - season 1 (Telltale videogame) built up to some sad notes too.

Just watch danish movies, because they're depressing looking at.

To The Moon, if you haven't played it

Boys don't cry

School Days. Grave of the Fireflies.

Confessions (Kokuhaku).

Machinist?

The Lion King :D

Anime:
Full Metal Alchemist: Brotherhood
Angel Beats
Clannad: Mou Hitotsu no Sekai, Tomoyo-hen

Oldboy

saddest anime I've watched was One Piece, the episodes around the big prison and the fight of the best

yeah I don't watch a lot of animes

Anohana: The Flower We Saw That Day

If you can find English subs, there's this movie.

code geass! :D

Try Donnie Darko!

Movie called Happiness. Let me give you a hint, it's not about happiness at all. Also, I didn't notice Irreversible. It's a foreign film on Netflix and the title says it all. This movie is so depressing that it actually plays in reverse because there's no way the characters could be happy otherwise.

Movies:

Grave of the Fireflies. It's animated, but I wouldn't call it anime (though it is Japanese). Looks and feels more like a Don Bluth film (All Dogs Go to Heaven, An American Tail, et al).

Shows:

Six Feet Under. Widely regarded as the show with the best ending of all time. Not just because it's heartbreaking (the last few episodes are). Because nobody's figured out how to end a show better since. Live-action, drama about a family of funeral directors. Bonus: Dexter before he was Dexter.

Fullmetal Alchemist. This comes in two flavors, regular FMA and Brotherhood. Same story, but regular FMA is 4:3 and halfway through, caught up with the manga. They took some of the author's notes but mostly continued their own way. Brotherhood is in HD and is closer to the manga, but it makes some creative changes of its own. Regular FMA is a lot sadder, because they take their time getting to the sad parts. The second sad part is where it breaks away from the manga, and because regular FMA already covered that, Brotherhood rushes through it (so the impact is lessened). Watch both, again same story, but an amazing one.

Games:

Brothers. Pretty much just this. It's a 4-hour adventure platformer, and it has the unique distinction of being "single player co-op." You NEED a controller, and you control two characters with one gamepad. Stick moves a brother, trigger makes him do something (context based). Left side is older brother, right side is younger brother. The developer insists you use a controller, and that one person play both characters. Because of how most people play video games, the younger brother will wander, and this is intentional. It's doable with a keyboard, but the real key is the force feedback. It's just as much a part of the story as the sound is, and if the ending doesn't bring a tear to your eye, you might be a robot.

Books:
Of Mice and Men, The Grapes of Wrath

Movies:
Life Is Beautiful, Click (trust me the marketing may suggest it is funny, but it's rather sad), Pan's Labyrinth

Little Busters.
Sure,it starts all happy at the start.
But the second season of it makes you cry.

The Plague Dogs (1982) … A movie based on a novel by Richard Adams (Watership Down)

Despite being an animated cartoon feature, it is more appropriate for an older audience.

Turtles can fly

If you're a sports fan then you'll cry your heart out during Survive and Advance

Watch this.
not a movie but pretty fucking sad.

一リットルの涙、タイヨウの歌、エルフェンリート。

Battle Royale, Shin Angyo Onshi, Berserk, Jisatsu Circle, Elfen Lied, Welcome to the NHK, 5 Centimeters Per Second, Texhnolyze, Neon Genesis Evangelion, Jigoku Shoujo, Fate/Zero, Psycho-Pass