I'm not sure if these count, but some Ladybird books with cassettes brought on tears, sometimes with the adults as well! Examples were:
From Snow White: "The dwarfs took it turns to sit always by the coffin, day and night." This scene was accompanied by sad classical music.
The Happy Prince - it made my mum cry every time. "A policeman saw two boys huddled under a bridge, and told them to go home. He did not know that they had no home to go to. They just went, hand in hand, into the rain..."
The Star Child: who is very vain, and when a beggar woman claims to be his mother, he pushes her away. He is punished for this by suddenly turning ugly.
The Tinder Box. "No!" said the soldier (the hero of the story), and he killed her with his sword. (Scream from the witch)
Tom Thumb, cheerfully relating how he was eaten by the cow.
The town mouse and the country mouse. "Country mouse was nearly sucked into the carpet cleaner. How unhappy he was."
William Tell. Whenever I hear the word "government" I think of "the cruel governor", as it was in that book. All the more reason to loathe politicians!
Pinocchio. Not the Disney Pinocchio, but the traditional tale, which I think was much worse, especially his feet burning away.