I've seen a lot of sad movies it's hard to pick the SADDEST but I think one of the saddest is definitely A.I (artificial intelligence) that was a sad movie. :-(
Many - especially ones in which an animal dies:
1. Where the Red Fern Grows
2. Marley and Me
3. Old Yeller
4. My Dog Skip
5. The Lion who thought he was People
6. Turner and Hooch