Death Note made me cry because Matsuda shot Light 3 times!!!! I was shout at the screen 'NOOO DONT KILL LIGHT !!!' and Code Geass when Lelouch died that was also sad Fate/Stay Night also had a sad ending when Saber had to leave her master and he was in love with her.... So Sad
The happiest ending I have seen is in Hayate No Gotoku!