Silent Running.
Mmmmm-mmmmmm! I just never get tired of hearing that! 
I’ll let you in on a little secret, Genseric: one day a few weeks ago I had cause to be reviewing the votes I had cast on movies over at IMDb and I noticed that after seeing American Beauty, I gave it a 6.
A freaking 6! That was lower than Batman Returns! Hell, I gave Star Trek V a 6!
Needeless to say, that little error has been rectified. 
I don’t know what I missed that first time through, but it sure caught up with me. I would easily rank this as one of my top 10 favorite movies of all time and one of the top 3 of the 1990s.
Glad you got a chance to look closer and enjoy it again.
It’s funny, some of the movies here mentioned as “downers” I think of as being pretty good and not so depressing. Like “American Beauty” I found to be uplifting, really, and I smile now every time I see a shopping bag flitting around in the wind. A downer for me has to have a very sad, unhappy ending with no funy parts before it and every darn character has to suffer, which is why “Sophie’s Choice” and “Terms of Endearment” don’t count for me, either - I cry at the end but there were happy parts. I’ve watched both repeatedly.
Movies without any happy parts for me have been mentioned:
Dancer in the Dark
Boys Don’t Cry
Requiem for A Dream
The three of those killed me. “Requiem” is so well-done and yet so awfully depressing. I saw “Boys” with a group of people and when the movie ended everyone just got up and left and didn’t say a word and just went home. They are all great movies but I don’t think I could watch either again because they are so darn sad. “Dancer” probably but I’ll have my tissues ready.
“Happiness” and “Welcome to the Dollhouse” I actually just love - many, many funny parts and the endings are soooo depressing that I’m grateful he doesn’t stick on some unbelievable happy ending. Any movie that has “I came!” as the final line has to be a comedy.
Sweet Hereafter: Depressing, but has an ultimately positive ending, if you ask me.
When the Wind Blows a British animated film about nuclear war and an elderly retired couple. Pretty bleak.
Excalibur isn’t exactly a happy film either.
Terry Gilliam’s masterwork Brazil
and
Akira Kurosowa’s Ran. Ran (based on king Lear, set in feudal Japan) dear lord this movie is depressing!
Two excellent movies, but be prepared for some depressing endings.
peace,
Josh