Omfg, I agree. Graveyard of the fireflies was so damn sad. Such a great movie though. I don't think I've watched any anime movie that was more sad than Graveyard. I've seen a lot of sad anime though! Such as Nana, Kenshin, and that's all I can think of for now lol.
Omfg that a sad ass fuckin movie dude. I can't say that a movie has been the saddest for me, it was an OVA called Gungrave. The ending is about the hardest shit that ever hit me. Enjoy it if you've never watched it.
This isn't a movie but a series instead. This is one of my all time favorites and I'll be honest, it made me cry. The story just hooks you and you get caught up with the characters. I watch a lot of different anime and I enjoy watching all anime. Give this series a chance if you have the time, it's only 14 episodes.