I don't know about movie. But one of the saddest parts of a movie for me was when that old lady in the fox and the hound had to give Todd up and let him go and then that sad song plays. "Good bye may seem forever farewell..." and it never fails to bring ole Sadie the ice queen to tears. 😢😫

Boy in the stripped PJs

Oh there are lots.
One that I remember well is Seven Pounds.
Will Smith as the guy who is constantly considering his 'end' having accidentally killed his wife some time earlier.

The Fighting Sullivan's, Saving Private Ryan, Tomorrow Is Forever, Goodbye Mr. Chips(Donat and Garson version), So Proudly We Hail and City For Conquest.

Life is beautiful ? How this guy manages to keep his young son protected from the brutality of a Nazi concentration camp, by making everything they have to do, a competition.
So heartbreaking that so close to the camp being liberated his father is shot.

five centimetres per second

The perks of being a wall flower

Bajo la Sal

The Butler