Not maudlin, tear-jerkers but genuinely sad fictional novels?

the road, cormac mccarthy

Endless Love, Waterland, Last Orders, The Good Soldier.

Remembrance by Theresa Breslin about five children coming of age during World War 1 and how the war affects them and their lives in different ways.

Half of a Yellow Sun by Chimamanda Ngozi Adichie
The Color Purple by Alice Walker

"The Heart Is A Lonely Hunter" - Carson McCullers

Agreed- The Road, by Cormac Mcarthy, is a grim read (though not entirely sad- there's a spark of hope to it)

The Time traveller's wife by Audrey Niffenegger. Don't be put off by the seemingly "gimmicky" potential of the plot line - it is a wonderfully thought provoking book.

Embers by Sandor Marai is a sad story and written with great emotion.

A Crack In Forever - Jeannie Brewer - had me literally sobbing at the end

Kolyma Tales by Varlam Shalamov

I found "The reader" by bernard schlink sad. Story of Hanna who was an employee in a prison during WW2 in a camp. The book is set after the war period and develops around Hanna and her relationship with a young boy, then her trial where she is accused of war crimes etc. The end is sad and you sympathise with Hanna as she is shown as a victime of the war too, in the same way as whose who suffered. 

Miss Jane: I was sad with the book too. I really didn't like the story, it was too long and boring.

A Farewell To Arms might be the most potent for me, but almost all of Hemingway's books are sad.

Saddest book? The Good Soldier.

Saddest character? Leonard Bast (Howard's End).

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Victor Hugo, Les Miserablés - ok, with a title like that it was never going to be cheerful. There's so many sad bits in this I won't spoil but oh, how I howled and blubbered. Never has a book affected me so much except

Ferenc Molnar, The Pàl (or Paul, depending on the translation) Street Boys - the ultimate tale of childhood courage.

Carl-Johan Vallgren, "The Horrific Sufferings of Mind Reading Monster Hercules Barefoot, His Wonderful Love and his Terrible Hatred" - this one has a depressing beginning, an even more depressing middle and a hopeful ending. The sadness is all-enngulfing, though.

If drama counts (after all, it's still fiction): William Shakespeare, King Lear - what could be sadder than feeling betrayed by your most beloved child in your old age?

The Bridges of Madison County by Robert James Waller. Lots of books have sad bits in them and elements of the story that make you cry but this book is is just one sad, hopeless story from beginning to end and surprisingly has a good film version of it as well unlike many other books made into films. (Casting probably helps with that!)

It's been many years since I've read it, but I seem to remember Watership Down being very sad.
Grapes of Wrath is not exactly a bundle of laughs either...

Thomas Hardy's The Mayor of Casterbridge and Jude the Obscure

I don't know if this would come under 'maudlin tear-jerkers' but 'Goodnight Mr Tom' wasn't the most joyful read. Additionally, for the sheer hopelessness of the ending - '1984'

Edit: If anyone's looking for something sad and depressing that isn't a fictional novel, look no further than 'The Battle of Hurtgen Forest' by Charles Whiting - made most upsetting by the sheer lack of general awareness of this shameful event.

revolutionary road - richard yates. the most amazing book but it did make me want to die a little bit.
and i can't even talk about little women without choking up!

A Fine Balance by Rohinton Mistry. Set in India, dealing with abject poverty and human cruelty but also hope. If this doesn't make you cry you're probably not alive.

Angela's Ashes by Frank McCourt
I read it on holiday but it made me cry.

The Greenhouse, Susna Hillmore.