I saw this topic on another site. The responses were really intersting, so I thought I'd try it here.

What is the most depressing/saddest book you have ever read?

For me, there are three.
Doctors by Erich Segal
This follows the lives of a classful of medical students who graduated in the 1960s. It shows how much doctors have to sacrifice for their calling. It's sad, but I keep coming back and re-reading it, so I know it must be good.
The Fortunate Few by Tim Kennemore
This is set in the not-too-distant future, in a world where gymanstics is the most popular and profitable sport there is. It was the first book I read where I intensely disliked the protagonist.
Sarah by Orson Scott Card
This is the story of Abraham (Genesis 12 - 25) told from the point of view of his wife Sarah. It isn't really depressing the way the other books I mentioned are - it has a happy ending - but it makes me cry buckets every time.

Interesting topic!

Right off the top of my head, interestingly enough, are two books by the same author:

Of Mice and Men by John Steinbeck

The Grapes of Wrath by John Steinbeck

And as a child, I wept copiously over:

Old Yeller by Fred Gipson

and

The Call of the Wild by Jack London

"If a man should pick me wildflowers, he would hold my heart forever" J.

Stone Fox was absolutely devastating when I was younger. Seriously, what kind of children's book writer writes a story about a poor kid who has little more than a dog as his best friend and his grandfather as his only remaining relative, then makes the grandfather deathly ill, gives the kid hope to raise the money for his grandfather's medicine, then has the dog he is so close to run so hard during the race for him that the dog's heart explodes and he dies just a few feet away from the finish line?

"He who learns must suffer. And even in our sleep pain that cannot forget falls drop by drop upon the heart, and in our own despair, against our will, comes wisdom to us by the awful grace of God." -Aeschylus

The difficulty I am about to have tells me something about my reading material over the last few years. I need to cheer up. These are likely my top three:

The Jungle by Upton Sinclair

All Quiet on the Western Front by Erich Maria Remarque

Les Miserables by Victor Hugo

There are so many, and plenty of short stories to boot...