Yes, valid points are made on all of them. Yes, they are depressing. But what about The Last American Virgin? Now there's a film with the most depressing ending I've ever seen (and if you've watched that film, you know exactly what I'm talking about). Off the top of my head, No Country for Old Men had a pretty depressing ending -- as did Goodfellas. There's Untamed Heart, Venus, Requiem for a Dream -- pretty much any film where someone is dying of an illness, but gets one last chance at love. Though it served as a bridge film, I thought Empire Strikes Back had a pretty depressing ending. Check out their list, then tell us which films were left off.
In your opinion, which film has the most depressing ending of all time? (Dammit, now I have The Last American Virgin ending stuck in my head. Sigh.)
UPDATE: Here's another list from our friend Alex on the 15 Bleakest Film Endings of All Time. A lot of the films you folks talked about in the comments are on his list, so hop on over and check it out.