I clicked "sad movies", but what especially comes to my mind are visual novels- kind of like a cross between a video game and a picture book, for those who don't know.
I just finished a VN called
Narcissu, which is about two young people who are terminally ill and decide to spend their last days on an impromptu road trip. Without spoiling anything, let me just say that the ending hit pretty close to home for me, and I was crying uncontrollably for quite some time afterward.
In a more immediate sense, I find that my depression hits hardest when I think about how my family would feel if I died. Barring that critical piece, there's almost nothing about the idea of suicide that bothers me in the slightest, and in fact I'm inclined to think of the act in very positive and romantic terms. But when I think about how much it would hurt my parents, and my sisters, and my grandparents, and everyone else... I completely break down, because suddenly there's no escape. There's the hell of life, and there's the hell of death, and the decision becomes far less clear-cut than I like to think it is.