My best friend can't watch sad films. And I understand why. The feeling you're left with can be heart-wrenching, but that's why I love them. Apart from being the perfect accompaniment for a day when all you want to do is cry, they sort of put your own life into perspective too. It could be worse.
I think I've watched The Greatest (2009) three times now. It follows the aftermath of death and how it affects the people left behind. It carries a mixture of emotions. You're uncomfortable watching it at times for the exposed grief, and the next you'll be smiling (albeit with a tear running down your cheek) at the brief lost moments of happiness.
With Susan Sarandon, Pierce Brosnan, Aaron Johnson and the ever delightful Carey Mulligan, this film is a must-see if you have a well-stocked box of tissues.