I actually LOVE bleak, sad or shocking ending more if they can put it through a reasonable scenario and sometime remind us about the uncertain, raw & unpredictable nature or chain of events of real life human conditions and incidents.
Some of my favorites (as quickly I can recall at this moment) are:
Bicycle Thieves
Requiem for a Dream
Se7en
Oldboy
Eden Lake
The Orphanage
Wolf Creek
Grave of the Fireflies
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