- Assassination Classroom
- Plastic Memories
- Shigatsu wa Kimi no Uso
- Angel Beats!
- No Game No Life : ZERO
- Nisekoi (When Chitoge meets her Mother)
- AnoHana
- Sword Art Online (Konno Yuuki's Death)
Clannad.
Although it's not actually a "sad" anime since they're all happy in the end.
...Which everyone tend to forget since they all were kind of traumatized to even enjoy the happy ending. Man, the sad parts hit harder than any ending Clannad could give. The Tomoyo OVA too. SAD!