I’m not going to put pictures/videos/etc., because I don’t want someone to come across this and be spoiled.
I’m not really sure what I would call THE saddest, but I can say that there are several scenes (by several I mean 90% of the damn anime) of Clannad that made me bawl my eyes out.
Fullmetal Alchemist also had this effect on me, just not as frequently as Clannad.
Needless to say, these definitely are not the only ones I consider sad. I’ve seen a good share of sad animes.