I can start us off. For me, it would definitely have to be Wolf's Rain. Wolfs Rain

The setting is so bleak it makes watching it pretty sad. It's a testament to the mood the anime that was going for that, years ago, there was a period when I was sad, thus just listened to Wolf's Rain music. But as dark as it was, there was at least a bit of hope that things would turn out well. The final episodes, though, are so depressively dark that it really hurt the show for me. There's a reason why the OVA has a lower score than the show for me. Whether the series it's well-made or not, I can't say, and I won't find out because the show is so depressing that I'll never watch it again.

Wolfs Rain OVA