THE HOURS makes me want to load my pockets with rocks and stroll into the nearest river. Can’t get much more depressing than that.
Gladiator is depressing if you think of all the Oscars that piece of crap won. 
Or…My Flesh and Blood and Lorenzo’s Oil are big tearjerkers, though they’re a little uplifting at the end. More bleak is Leolo, but that might be a tough find as the DVD was only released in Canada. Also, Testament…a bit outdated today, but still packs a mighty emotional wallop.
Somewhere in Time
I hated this movie because of how it ended.
In order for Christopher Reeves to be with is dream woman (jane seymoure) who is from the 1890’s (or thereabouts) he has to die and they are united in heaven. I saw it when I was twelve or so and I was numb, just numb for days.
Somewhere in Time
Mods! Can you fix my spoiler box?
I am an idiot!
[b[Welcome to the Dollhouse** is quite depressing. It’s labeled as a “black comedy” but I thought it was depressing from begining to end.
Equus is also a downer.
Without a doubt “21 Grams”.
While “Seven” is quite gory and all, it left me really depressed.
“Longtime Companion” was rather a downer too.
“Boys Don’t Cry”
A blockbuster I found depressing was Titanic (it was the Strauss’s and the immigrants more than the fictional characters).
I found the movie Ed Wood both hysterically funny and depressing.
Anne Frank: the Whole Story -even though you know how it’s going to turn out you still hope against hope she’ll survive this time.
The Yearling
A Christmas Memory (the original with Geraldine Page- not the Patty Duke abortion remake)
Dogville is 3 hours of increasing depression…or maschoism. The only break from this is the very end when it becomes disturbingly upbeat(disturbingly in several meanings of the word).
How about Ironweed? Anybody remember that one?
Kurosawa’s Ikiru has the distinction of the only movie I sat through all the way, and made me cry on top of that.
Three from the early 70’s.
Midnight Cowboy
Last Tango in Paris
Last Picture Show
The most depressing movie I’ve ever seen is Life is Beautiful with Roberto Benigni. I can’t even stand to watch it again…the ending just kills me.
My Life starring Michael Keaton and (I think ) Nicole Kidman.
Michael Keaton learns he has brain cancer just as he learns his wife is pregnant. It is a cry-the-whole-way-through movie.
I thought life, and everyone in it, was crap after I saw “The Tin Drum” (Die Blechtrommel).
I was numb for 24 hours after watching “Shoah.” Nine hours of reliving the holocaust.
“Eraserhead” wasn’t a walk in the park, either.
It’s My Party
Eric Roberts heading up a really interesting ensemble cast that includes Gregory Harrison, Margaret Cho, Bronson Pinchot, Greg Louganis (I think that was him), Olivia Newton-John, Marlee Matlin, George Segal and Christopher Atkins. Sad, sad, sad - Roberts is an AIDS patient who gathers his family and friends for what is essentially his own funeral. I’m only allowed to watch this a little bit at a time, as the WryGuy is certain I will injure myself crying if I watch it all at once.
Pay it Forward Un. Relenting. Depression.
The Unbearable Lightness of Being
Almost forgot.
Dances With Wolves
Little Women
Terms of Endearment
If you are looking for a more “british” type of depressing then The Quiet American provides a very nihilistic mellow and disheartening movie viewing experience.
The winner, hands down, for the most depressing film of the last five years, has to be The Grey Zone.
I defy anyone to watch this Holocaust film and not be totally numb afterwards…
Man, just reading the title of this one made me tear up.
I second Osama. Painful.