It seems that any recent Clint Eastwood directed movie is horribly depressing. Mystic River is a good example... that may have been the least uplifting movie I've ever seen.
I mean, even the saddest of movies usually have one or two spots of comic relief, such as Morgan Freeman knocking the teeth out of that asshole in Million Dollar Baby. Mystic River was just unrelenting depression from start to finish.
Anyway, Million Dollar Baby is an amazing movie. Not every movie can have a happy ending, but that was definitely a downer.