The entire Lord of the Rings Trilogy brims over with moments of melancholy. There are moments that bring sadness (Gandalf's plunge beneath the Mines of Moria), and moments that elicit tears of joy (Gandalf the White's reappearance in the Fangard Woods). The trials and triumphs of the Fellowship, even when they were disbanded, were portrayed so fluidly. Even when hope seemed lost, they mustered their courage and drove through the shadow as one. This cinematic recreation of Tolkien's masterpiece is among the greatest depictions of good and evil combating, and the victims of despair overcoming all grief with companionship.
Anakin's inversion to the Dark Side in the third Star Wars.
Toy Story 3's ending was surprisingly poignant.
And in Hidalgo, when Frank Hopkin's steed (Hidalgo) collapses from utter exhaustion in a cross-country race, and their top competitor overtakes them. Hidalgo lays there as Frank reassures him that it's fine. But then the horse somehow forced himself up and charged with full might, rocketing down the path toward the finish line. Their opponent was just about there, too; but Hidalgo burst past him and took charge. Sadness, but then victory.