For me, there are 3 which share equal sadness:
Grave of the Fireflies. I was just weeping and sobbing at the end.
"Hachi: A Dog's Tale" was also way up on the list. I just couldn't stop crying like a little girl. I was amazed that a G-rated movie could hit me so hard. For people that haven't owned a lot of pets the movie probably isn't as sad, but for anybody that has had to put their pets down before, it hits you hard.
Lastly "Up!" This was the first movie I recall seeing in the theater where literally everybody in the entire movie theater was crying during one of the first few scenes. One lady in the theater was weeping and sobbing so bad it was just crazy.