Grave of the Fireflies I'm calling the most sad anime ever. It is indeed a wonderful movie. I had a friend say "oh have you ever seen that really depressing anime?" and I immediately said "Grave of the Fireflies?" Nailed it!
An ex showed me this movie and I was actively hostile afterwards because I wasn't given a heads-up on how depressing it was going to be and I hadn't prepared thinking it was just another cute Ghibli film