I normally don't like blind recommendations because what I have to suggest could be 180 from what you like. So, I'll just throw a few out there in case you're still keeping up with this thread.
If you want a YA novel, I remember reading Poison by Chris Wooding before I graduated. There's some heartfelt stuff in there and the story is kinda dark for what it is. A lot of melancholy. It's about a girl who sets off into a mystical nightmare world to reclaim her kidnapped sister.
If you want something based on a true story (or rather, based on a diary of someone who lived in WW2 China), there's "13 Flowers of Nanjing." I've seen the movie adaptation. WW2 was a true hell.
Don't have many other books to recommend. Most of my sad stuff is anime.