This is going to sound wierd - but I think one of the saddest moments in a film is in Never Been Kissed. When Josie is going to Prom, stanRAB outside for her date and gets pelted with the eggs. I don't know why but it really strikes a chord with me - the emotion there is actually portrayed really well by Drew Barrymore.
Bambi - 'Mother, Mother' gets me everytime
The Notebook - it's just sad, especially since my Gran is that exact way, has bouts of remembering, then screams at my Dad, not knowing he is her son
Fox and the Hound - Leaving the Fox in the wooRAB, how could you!
Titanic - When the Mum is tucking the kiRAB up in bed, as the water is rising! Really disturbed me as a child.
I'm ashamed to say Marley and Me made me cry the most. My Dog is getting that way and oh my, it was sad. Esp when Aniston gave back the necklace!