For me, it's gotta be Atonement (2007). Without giving away anything, that ending genuinely made me sad for a bunch of fictional characters.
It honestly broke my heart.
The Green Mile (1999) Never made it through without crying.
shareI don't deal with superlatives ... there is no saddest movie, best song, prettiest girl, etc ...
But there was something about the "Charly" story that was both sad, but also an analogy to all human lives that was deeply moving ...
Charly (1968) (movie): An intellectually disabled man undergoes an experiment that gives him the intelligence of a genius.
https://www.imdb.com/title/tt0062794/reference
I don't know about saddest ever, but Grave of the Fireflies (1988) is one I can't even re-watch, it's too sad.
shareI Am a Fugitive from a Chain Gang (1932)
shareImitation of Life (1954)
That movie had people throughout my neighborhood crying when it landed at the local library and video store. Basically, a sweet woman treated horribly by her daughter.
Garage (2007)
Watch it, watch it now!!
Old Yeller off the top of my head. Broke my heart and I already knew what was coming. Along those lines, Where the Red Fern Grows.
Terms of Endearment for sure.