Just remembered another one. I don't think this is a very well-known movie: Simon Birch. The movie had some pretty funny moments, but this scene was very sad:
http://www.youtube.com/watch?v=LWj6xS7fvuI
The woman is the mother of the boy who stands up before she gets hit. When we watched this in school, about half the class laughed at this, which kind of disgusted me. I mean, imagine if you were in either kid's shoes; seeing your own mother getting killed with a ball that your best friend hit, or unintentionally killing your best friend's mother. If I did that, I would flee the state, but even so, I would still be scarred for life.
Towards the end of the movie, all the kids are on a school bus. The driver swerves to avoid a deer, and they end up in the lake. All the kids get out safely, except for one, and Simon goes back in to save him, and nearly drowns. This is one of the last scenes in the movie, which is even sadder than the other scene:
http://www.youtube.com/watch?v=GGpty7I4_EA
This was definitely the saddest move I've seen to date.