It's not a book as much as it's a fairy tale, but I cry every time I read The Little Mermaid, so I guess that's the saddest one. When I read it, I also think of H.C. Andersen's life story, his loneliness, how he was shunned by others, and his sense of isolation, so, I don't know, maybe I'm imagining it, but it's like TLM becomes an allegory of his life, kind of like The Ugly Duckling (except Andersen never became "a swan", as such, while apparently his love was left unrequited, just like the Mermaid's).
Geroge W. Bush - Decision Points. Ok, I'm lying. Fifty shades of gray. There. No, lying again. Of mice and men.
The Nightingale and the Rose by Oscar Wilde It's a short story I read as a child and it still makes me sad to think about it.
I am infamously known as "heartless" among my friends because I've never cried at a book or a movie. This used to apply to songs, but one finally got to me about a year ago. However, there is one book that got me the closest to crying, and that was "Dragonfly in Amber" by Diana Gabaldon. I picked it up in 7th grade (in hindsight, it was much too mature for me at that age) and read it through with some difficulty not realizing it was the second book in a wonderful series. It in of itself it isn't a "sad" book, but the ending is completely heartbreaking - even though you know it's going to happen after turning the first page. The majority of the fans and readers are middle aged women, and being 18 and still in love with the series is an interesting experience. I definitely recommend it, only start with Outlander! Your take life will be changed - and that's not a statement said lightly.
I'm not really sure, to be honest. I read Snow Flower and the Secret Fan around three years ago and while it didn't reach out me on any personal levels, the pure amount of suffering and bleakness in that book was pretty astonishing. I found All My Puny Sorrows really sad as well, but still definitely enjoyed it (I'll admit it was a pretty dark choice to be given to me as a birthday present though. I used a birthday card I had received with some silly phrase that contradicted the book completely as my bookmark for a bit of irony). It's interesting how many people posted 1984. I've read it and think the ending is brilliant. I never found it sad when reading it, just really intriguing, though I do understand how the conclusion could be very upsetting.