"Brazil" comes to mind as it jerks you from thinking it's a comedy into a tradedy.
Then there's Shakespeare--Romeo and Juliet, Othello--any tragedy.
And the senceless war movies--Johnney got his Gun, Red Badge of Courage, Gallipoli, Paths of Glory, Glory and so on.
But I'm really surprised no one mentioned "Old Yeller" My gawd the dog dies.
As for me I was 7 when I saw "Old Yeller"--it was a life changing experience.
Rap