Some other sad stories I vividly remember from childhood that impacted me greatly included:

- A sequel to Wind in the Willows where Badger leaves by going down a dark hole forever - a metaphor for death

- Fox and the Hound cartoon, where the two friends reconcile but never can recapture the closeness they once shared as children

- Reading the Horrible Histories about Joan of Arc and how she died.

- The first longform book I ever read, Heidi (I read it about 5 years old), about a young girl who is taken away from her grandfather and animals and forced to live in a restrictive home

- A Little Princess - about an orphan who is viciously mistreated and ripped from a life of privilege to one of deprivation by being forced to be a servant and having very little to eat

Most of the stories I remember strongly have some kind of sadness in them, even if that sadness is overcome by the end of the book/story.