Got to say that Shuffle was one o the saddest for me, God that ending!
Also Clannad was started to get a bit sad in the end of S1 and almost the hole S2 ( Stayed up the hole night and at 5 am i watch the last ep of S2 .... God it got me good) Then Tokyo Mag 8.0 Was a good anime just that the zombies in the background was bad and the anime was must of the time not sad just when she
Start to think her brother is with her and when she gets home and all that drama.
There is a lot more Harems that are sad like really sad
also Angel beats is sad even tho it was a good ending and Toradora was also heart breaking just that alot of people complain about the ending.