Am I really the only one who found the ending of "Les Miserables" to be the most uplifting part of the entire show? Valjean is finally redeemed, and the entire cast is singing about working towards a brighter future... But, then again, that's just my perogative.
As for endings that are actually sad, I would have to say "Little Shop of Horrors" (Audrey's death), "Miss Saigon", "The Phantom of the Opera", "Parade", "Cabaret", and "Blood Brothers".
"Goodness is rewarded. Hope is guaranteed. Laughter builds strong bones. Right will intercede. Things you've said I often find I need, indeed. I see the world through your eyes. What's black and white is colorized. The knowledge you most dearly prized I'm eager to employ. You said that life has infinite joys."