Yes to Green Mile. Lots of others I'm afraid. Some that spring to mind are: Casablanca, The Last Samurai, Blade Runner, Cyrano de Bergerac, Cinema Paradiso, A Very Long Engagement and The Pianist. Not always sadness in films that reduces me to tears but very happy endings.
probably meet me in st louis partly because of the story and partly because of what they did to make margaret o'brien cry
and A Star is Born because although it was supposed to be a huge comeback film for Judy Garland, it mirrors so closely her own life and her own battle with drugs as well as foretelling her own death