Phantom of the Opera is one of my favorites, I also really enjoyed:

Frankenstein by Mary Shelley, its not like the movie at all, it's amazing & touching.

The Count of Monte Cristo by Alexandre Dumas, the beginning is really sad, when Dantes loses everything he loves, but the end is great.  It's really long  but so worth it.

Les Miserables by Victor Hugo, the title says it all, but this one's also really readable, it went really fast for me.

Uncle Tom's Cabin, by Harriet Beecher Stowe  And, Main-Travelled Roads, by Hamlin Garland

I second Frankenstein.

Also, a few of us were discussing Brideshead Revisted over in Hidden Gems and there are quite a few tragic characters in it.

Oh, I meant to add Jane Eyre as well. It has a lot of melancholy aspects to it. Plus it's a great book overall.

The Old Curiosity Shop by Dickens

How are you liking The Count?

I love the Count!

Flowers for Algernon always makes me cry.

Lady Audley's Secret

Dicken's Bleak House

And really something modern, that I think will be a classic is Ruth Rendell's A Judgement in Stone. Illiteracy is a motivation here. Good book for readers.

Gina, I thought I'd warn you about a couple of books that have "sad, heart-breaking tales to tell", such that you might want to stay away from them---The Lonely passion of Judith Hearne, by Brian Moore is a tale of an Irish spinster who is put upon by a selfish, domineering relative; and another in  Two Women, by Alberto Moravia, about an Italian mother who works desperately hard to protect her daughter from the ravages of war and who meets defeat.

Ever since reading Judith Hearne, I've been saddened by the knowledge of how extremely selfish an embittered old woman can be, to the point of denying an other woman a "first-person" life and compelling Judith to be a virtual slave.   The other book is especially tough on any woman with a daughter.

so I don't know how I didn't think of this....uh Wuthering Heights! You should def read that book.

Oh and Jude the Obscure and Tess of the D'Urbervilles by Thomas Hardy.

And, as always I'm going to throw in The Black Tulip by Dumas- it's an overall happy book but there is one character who is just pitiful and another that is in a desperate situation...It's a high drama book (well I think so, others may not agree) and you will get the sad dramatic and the very happy. It's interesting if not only for the character study