A 1960s film about a girl and her donkey. Edited: Au Hasard Balthazar (1966)
Do not watch this if you can't tolerate systemic cruelty to women and animals. It's likely to leave you feeling frustrated, depressed and sad.
Blue Spring (2001)
(the sick boy, the ending, and the baseball player when the Baseball song comes on; the lyrics almost killed me)
Come and See (1985)
(probably the bleakest and saddest war film around)
Go Now (1995)
(one of Robert Carlyle's best performances, too)
(The Bridge) (1959)
(another sad, bleak war film)
Only seen two of these (in bold) and I'm ashamed to say didn't finish the latter.
I'll check out the others - I'm always interested in the good stuff that Robert Carlyle's done.