Thousand_Paper_Cranes:
I guess it depends what they die for?

Yep, definitely makes it easier to accept a tragedy. 

See ya :-)

 Eternal Flame:
Sad endings, no matter if drama, movies, animes, did trigger depression. I felt like falling even deeper into an abyss than I was already anyhow. Took days sometimes to get over it. That's why I was so curious as to why some say: Sad ending: no worries... Lol

I will try to turn the focus away from devastation in a sad ending and engulf myself on their journey. And maybe willing to face sadness will help me get emotional stronger in a way. I wonder.

For me, when sad endings trigger depression, it is likely because I am already dealing with an underlying case of depression. In other words, it's not the sad ending that causes the depression. The depression was already there; the sad ending just exacerbates it, given that depression makes one more susceptible to negative emotions. 

Therefore, watching sad endings doesn't necessarily make me more emotionally resilient. What I have to do is deal with the underlying depression that is already there. When I am not depressed, I'm quite emotionally resilient and I can tolerate all kinds of endings. However, I avoid sad endings because in general I just don't like them. I guess they don't go with my personality. I don't like sadness, I don't like to cry and I don't like to see people (esp characters who've grown attached to and love) be devastated and cry over tragic events that have befallen them.

@ Eternal Flame 

I always look in the comments if the ending is going to be a happy or sad one before I start watching it. If you would, please spoil me. I would appreciate it very much on my now new discovery journey of: How to love dramas with sad endings :-) 

 Mr. Sunshine( It's a good example of a bitter sweet  ending)

 Empress Ki

 The Princess Wei Young

Because what matters is the journey and not all stories can have a happy ending. I myself prefer a happy ending, but there are stories where a happy ending would be unrealistic.

 Ackery:

Because what matters is the journey and not all stories can have a happy ending. I myself prefer a happy ending, but there are stories where a happy ending would be unrealistic.

Yee good answer

 Shadow:

@ Eternal Flame 

I always look in the comments if the ending is going to be a happy or sad one before I start watching it. If you would, please spoil me. I would appreciate it very much on my now new discovery journey of: How to love dramas with sad endings :-) 

 Mr. Sunshine( It's a good example of a bitter sweet  ending)

 Empress Ki

 The Princess Wei Young

Thanks for the recs.

I will probably start with Scarlet Heart and then move to your list...

I'll keep in mind that it's more about the journey ;-)