I think the one I felt the most of all of the movies I watched, repeatedly, is the ending in the 1986, "The Fly". You basically saw a true love forming, pregnant girlfriend, see a man play God far too closely. And well, he wasn't even trying to play God, but played God by accident when creating a gene splicing machine. And at the very end moving the shotgun barrel to his forehead for Geena Davis to shoot. Damn. And that music score "The Plasma Pool" gets me every single time I hear it. You can see how composure Howard Shore got hired to score all of the, "Lord of the Rings" movies. Best.
Night of the Living Dead", meh. I mean it's sad but it was almost predictable for me. The real scary thing about the ending was the realism it depicted towards racism.
"The Mist" was depressing but I always thought the dad was a bad judge of character. Like if he had gone with the lady at the beginning him and his boy would have never been in danger, at least not at the supermarket. In the end, he murders his son. He honestly shouldn't have murdered his son, but himself if he no longer wanted to live. The son never had a choice. NEVER, had a choice. He killed his son only to hope to die immediately after, surviving. In a sense, I was pissed at him at the end ha.
Lol, loved the shout outs to "Eden Lake", "Return of the Living Dead III", "Carrie" and many others. "Carrie" was a sad ending, but pretty badass as the only survivor who knew what she had done was to be haunted by Carrie.
As for more heartbreaking horror endings that I don't think were already mentioned, I'd recommend, in order by year:
SPOILERS BELOW:
-"Black Christmas" (1974) - when the killer remains alive and still in the house, not to mention the weirdo boyfriend was murdered instead. I wish I could have seen how that girlfriend ended up after that night.
-"Dawn of the Dead" (1978) - when Stephen hides, is shot, is attacked, bitten, dies, is reanimated, and then official dies. He wasn't one of my favorites but he did want to always do what was right.
- "Invasion of the Body Snatchers" (1978) - when the audience is shown that Matthew had become a body snatcher and in fact, planet had most likely become taken over by the body snatchers.
- "The Hidden" (1987) - when the happily married father dies from his wounds, and Detective Gallagher decides to enter his body, so that his family doesn't have to live without a father/husband. It's beautiful but also very sad, for a hardcore action-horror.
- "Pet Sematary" (1989) - Louis loses his wife and does what he knows won't work out, reanimating his wife. Delusional from true love, only to supposedly be killed at the end. I know the ending in the book has a stronger impact.
- "Candyman" (1992) - when Trevor, who's kind of a moronic ex-husband to Helen, is killed by Helen who's not the female Candyman. I didn't feel sorry for his death ha, but that's a pretty heartbreaking love story. It's like a metaphor for, "love dies".
- "The Others" (2001) - when Grace realizes she murdered her children and herself, only to now live as ghosts forever in their home. It's pretty sad but then maybe in a good way, because she will be with her children forever.
- "Ginger Snaps" (2002) - when Bridget sits with her fully transformed werewolf sister, scared of her but by her side, only to feel the second she dies, leaving Be to be alone. Perfect sister romance, ending in a way they hadn't wanted.
- "May" (2002) - when May has to remove her eye in order for her new, pieced together best friend can see her. It leaves you wondering if she died seeing what she wanted to see, or did she really create a monster.
- "The Ring" (2003) - when Rachel realizes she has to have her son make a copy of the tape, only to pass it forward so Samara can continue her killing. Pretty haunting but very satisfying of an ending.
- "Saw" (2004) - when it's revealed who the real Jigsaw killer is, leaving Adam to be locked in the room left to rot. Basically showing us that nobody will ever find the bodies of those who died that night.
- "30 Days of Night" (2007) - when Eben has to become a vampire in order to save the remaining survivors, only to hold his former girlfriend as they watch the sunrise together.
- "Insidious" (2010) - when Renai realizes her husband is not her husband when looking at the taken photograph. I don't know if this is more heartbreaking or terrifying, or both.
- "Excision" (2012) - when Pauline murders her sister by performing a lung transplant on her while she's unconscious, only for their mom to arrive home and witness the madness.
- "Sinister" (2012) - when Ellison realizes the truth about Mr. Boogie, and realizes he put his family in harm's way. In reality like other horror movies, he got his family killed by following what he thought would be a good story.
- "Alien: Convenant" (2017) - when Daniels realizes that Walter is not Walter, but David, which puts him in full control of the colonists and alien bio-weapon. I seriously want to see a third installment of this.