This includes tv shows and books as well.
When I was 8 I cried during the originial transformers movie (1986) when optimus died, maximum sadness above.
Also, in the Walking dead
[spoiler] I teared up quite a bit when carl had to shoot his own mother in the head to prevent her from turning. Such an emotional scene *sobs* [/spoiler]
What has made you experience the deep well of sadness?
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The end of Monster's Inc. when Sully has to leave Boo in the human world. The Tenth and Eleventh Doctors' regenerations (Nine's was suitably epic and accepting, rather than tearful; my fav. regeneration scene), Donna losing her memories, the Ponds' departure, etc.