CAMELOT FANTASIES

Yeah, Terms of Endearment was one that sprung to my mind too. 

I found "Click", which is more of a comedy although with an underlying moral story, a little sad in parts - particularly the wedding and his death at the end. 

The endings of "Sixth Sense" and "Shawshank Redemption" were kind of sad in a different sort of way.  The sadness of emptiness more than anything.