Anybody feel kinda sad after watching this?

I felt sad knowing that the actual asylum featured in this movie was torn down and replaced by a condo complex.

Over 100 yrs Danvers State Hospital was home to many troubled souls. Many spend their entire life there and were buried there. Many lived and worked there as well. All that was their lives was bulldozed to put in an apt complex. This building and the memory of those who lived there is lost forever.

Session 9 blended right in with overall vibe of the actual hospital and was a good tribute to and record of the hospital.

It is a very atmospheric, well-made suspense thriller. Heck of an ending too. But after that, I felt drained and very sad. I wasn't crying but I felt rather emotional as if I had experienced a tragedy. Never really happened to me before. Weird really.

I didn't feel sad that much the first time I watched this movie but on repeat viewings it did strike me how deeply tragic the events are.

First time around I was mostly just incredibly unnerved and disturbed (I remember getting up to go to the bathroom in the middle of the night after watching the movie earlier that day, and I still couldn't get the final line of the movie out of my head...) and I think I needed to see it again for it to truly sink in. The last two times I watched it I found it much more of a sad story than simply a creepy/scary one.

I rarely rewatch films and struggle to even watch most movies I start from beginning to end as most of them bore me too much to bother watching all the way, but I've watched Session 9 about six times since first seeing it a couple of months ago and I'm still noticing new things about it now, e.g. the last time I saw it, the whole thing about Billy living in the eyes and Princess living in the tongue stood out to me more. I'd never noticed before but the doctor comments that the patient is putting her fingers in her mouth just before she starts to talk as "Princess" and then notes that she's rubbing her eyes before speaking as "Billy"... It crept me out thinking/speculating that maybe she would have to touch the scars on her chest or wrist (shown in photos during the movie) from the china doll accident for "Simon" to come out...  I love how you can speculate/theorize almost endlessly about a million different things in this film, I think it's one of the reasons I'm so fascinated by it.

I always feel the same way, especially with the credits music.

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Absolutely I felt sad. The entire movie had a melancholic, depressing, impending and unavoidable doom atmosphere. Gordon's story was beyond tragic. You really felt for the guy and at the end, you felt torn between being in shock for what he did to his wife and baby girl (hearing their screams and cries while he murdered them) and realizing that he's now alone in the room, crying for what he had done and what he has become. It's crushingly devastating on so many levels. So yes, I didn't feel "kinda sad". I felt SAD.

I feel the same way you did in that the film is about a person whose life is deteriorating in much the same way as the mental hospital.

The realization at the end with Simon's voice cryptically informing the audience that lives in the weak and the wounded is chilling because every person is susceptible to losing their mind and having a psychotic break. But seeing in this fine of a detail is haunting.

With that being said I echo your comment in that this was an incredibly well-made film.

Agreed. Some movies are just emotionally draining and can't be watched back to back because of that. The premier of The Walking Dead did that to me.
I think in this, what really gets me...is the poor innocent baby crying while she's being killed.
It also makes you look at mental illness from a pov perspective. How many times do we hear of a man killing his family in the news.....in the film ....we see it from the view of the man who snaps.