Sad shit is the only thing I seem to be watching right now, so:
Welcome to the N.H.K
Charlotte(yeah, I talked down about it earlier, but this is the only thing that's been on my mind. Especially with the preview to next episode)
Grave of Fireflies(Movie)
Other, non sad:
Tatami Galaxy
JoJos Bizarre Adventure
Hunter x Hunter
Monogotari