I don't mind the spoilers!
Could someone recommend me any drama with an beautiful sad ending? I may sound weird and I'm sure I'm the only one but some times I find sad endings very powerful and fitting depending on the feel the drama sends! I hope somebody understands what I mean :)
Comrades 
The Devil
Byakuyako
Snow Queen
1 litre of tears
koizora (recommend the drama, not the movie)
a moment to remember
I gave my first love to you
daisy
friends never die
love phobia
moon child
only you can hear me
pained
rinne no ame
Tada, Kimi Wo Aishiteru
taiyou no uta 
yuuki

and I haven't watched it so im not 100% sure but I thought A Love To Kill had a depressing ending too
The only drama I can think of with a sad ending is A Love to Kill, however, Rooftop Prince has a very bittersweet ending (I still cried). A Millionaire's First Love made me cry for about an hour after it ended, but I would highly recommend researching about the tradition of staining your fingernails at the end of summer before watching, as that is somewhat crucial to the storyline. Miracle in Cell no 7 is a really sad movie too. I mean it made satan cry... hqdefault.jpg
By satan I do mean D.O. (basically all of EXO cried except Sehun who apparently has no heart).

My sister also said that the saddest movie she ever saw was called Hachiko. I'm not sure if it's got a sad ending, as I don't watch sad movies involving animals because I like my heart remaining sort of in one piece. I'm also not sure which language it's in because it's a Japanese movie, but she bought it in a store that only sells English speaking movies.
^there's an english remake. The original is japanese
It's a little old, but you should definitely watch Sorry I love you (2004). The whole drama is a roller coaster of emotions and you will literally be crying after every episode (especially the end). For movies, I would recommend Hello Ghost. Total tearjerker. 
ftiheart17 said:
It's a little old, but you should definitely watch Sorry I love you (2004). The whole drama is a roller coaster of emotions and you will literally be crying after every episode (especially the end).

I second Sorry I Love You.

I would also like to recommend
Hong Gil Dong
Ouroboros
I can suggest :

J-drama: Beautiful Life

K-movie: A Moment to Remember

K-movie: Hope
I usually don't like dramas with sad endings but I still watched a few since those dramas are so beautiful.

Chinese:
- Scarlet Heart
- Prince of Lanling
- Sword of Legends

Korean:
- Empress Ki

So far I can only remember these. These dramas have sad endings but at the same time they're so beautiful.
 :)
Mama. I cried 24 episodes straight. And I'm not exaggerating. It was really rough, but definitely worth it. 
Stairway to. Heaven
A Moment to Remember
Hi

There are some great suggestions above. I personally would second 'Empress Ki' and ' Sorry, I love you'. 

There are quite a few historical dramas that are tearjerkers such as 

A Tree with Deep Roots 

Secret Door

Damo

Hwang Jin Ji 

Ja Myung Go 

Jang Ok Jung

Queen Seon Duk

Ooku (the series)

Painter of the Wind. 

All of them will have you reaching for a box of tissues with the last 4 being amongst my favourites.