Favourite books with a sad ending?

[fifteenmillionmerits]

Mine are:
One Flew over the Cuckoo's Nest by Ken Kesey
Z for Zachariah by Robert C O'Brien
The Green Mile by Stephen King
Of Mice and Men by John Steinbeck
Roll of Thunder, Hear My Cry by Mildred D Taylor

Ooh yes David Nichols.

The sense of an Ending by Julian Barnes

The Virgin suicides Jeffrey Eugenides
Also agree with One day and The time Travellers wife

A play I read a few years back for a university course called Euridyce by Sarah Ruhl, which is the story of Orpheus and Euridyce but with a twist. This one really stood out for me and I found it enjoyable despite being sad. Although we read many other, more realistic plays, often not very happy ones, this one stood with me the most.
Also, The Velveteen Rabbit (sorry, I know most of these are novels). I read it about 7 and didn't fully grasp the impact. Read it again at 16 and just found it really sad about the boy becoming sick and having to part with the rabbit, even if he was able to see him again at the end.

@Griefmonster

Atonement, Ian McEwan The hand that first held mine, Maggie O'Farrell

Yes! I wept and wept at the part where she's in the sea in THTFHM by Maggie O'Farrell.

Came on to say THTFHM by Maggie O'Farrell
Also Rabbit, Run by John Updike
The Grapes of Wrath
And, of course, Jude...

Loads of kids' books.

Oh, and Revolutionary Road

Where My Heart Used To Beat by Sebastian Faulks.
The Thousand Autumns of Jacob De Zoet by David Mitchell.
Both have heartrendingly poignant endings.

Mill on the Floss George Elliot
Little Women
Remains of the Day Ishiguro

Flowers for Algernon by Daniel Keyes

A God in Ruins
Atonement
Any Human Heart is quite a melancholy read.

Extremely Loud And Incredibly Close - that last sentence "We would have been safe."

Another vote for Small Pleasures - just finished it last night and whilst I suspected it was coming it was still so sad!

The Bunker Diary!

Dances with wolves..cried loads at the end of that book

I read In Search of Mihailo by Dolores Pala many years ago and I think it fits the bill here, it's about first love, lost love and it may well be out of print but is worth searching for.