Well, I don't get it, but I think I can come up with some.
Charlie Chaplin is a special one, a guy who can make you sad and make you laugh. City Lights is one of his most brilliant examples of this, along with The Kid. Watching that little boy cry is heartbreaking. I still can't believe he grew up to play Uncle Fester. Also, even though it is very funny, The Great Dictator is also a very sad movie. This is partially because Chaplin made it so, and partially because we can look back with a different view, knowing it was far worse than even he projected.
Another- Empire of the Sun with Christian Bale, age 13. I don't think he could really sing that well... but he could act even then. This is a strangely beautiful movie about a British kid in China who gets separated from his parents and ends up fending for himself, going into an internment camp, getting out again, etc. It reminds me a little of Europa, Europa, which was another sad movie with some redeeming qualities. However, Europa, Europa is a true story, I believe.
[youtube]http://www.youtube.com/watch?v=Wv9rirLk2kA[/youtube]
I really don't have much else, though. I prefer sadness in movies to be gently offset with comedy, maybe action, certainly with hope. So I know many movies and books that have sad parts, but have more funny or happy ones... like The Truman Show, or Holiday, or Corpse Bride, or Harold Lloyd movies... his characters too often went about doing these half-baked things only to later have a rude awakening... for me, seeing that moment of metaphorical slap-in-the-face is very sad. He actually has a laugh that makes him look like he's about to cry.
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"Pack up my head, I'm goin' to Paris!" - P.W.
The world loves diversity... as long as it's pretty, makes them look smart and doesn't put them out in any way.
There's the road, and the road less traveled, and then there's MY road.