Some years ago I found this really great depressing anime and I cannot recall it's name. It was built as a series of stories, with each being independent from the rest. Not like arcs but actual independent stories. And one of those stories has ever since stayed with me as the the most depressing thing that I've ever saw.
It was a true story of a young Japanese novelist who won the newcomer award in Japan (or something along those lines). It basically talked about his life's ups and downs and ended in his suicide.
In general the theme there was very dark and well suicidal, but I loved it for that. If I remember correctly it was set in the post WW2 era Japan.
One other thing I remember that the last story in the series was set in medieval Japan, was quite colourful and seemed really out of place from the rest of the stories. It was possibly even a fantasy story.
If I remember correctly it had only 3 stories and was 12ep max possible less.
Although the last one was simply weird in that line up, the previous two where quite heavy dramas exploring how a person can fall into suicide.
I vaguely remember something like this happening in one of them: The main character (young male early 20s or late teens) went to this bar where he met another depressed women. They hooked up and I think they became a couple. They then proceeded to commit double suicide, by throwing themselves of the cliffs.
When they got there they ate a lot of sleeping pills so they would drown in the sea and they jumped off the cliff.
The woman did just that, but when the main character (do not remember the name sorry) was about to jump he first started to puke from all the booze they drank that night and puked out the sleeping pills.
At the time he did not think much of it and followed the women and jumped off the cliffs. How ever because he failed to ingest the sleeping pills he did not drown and later was saved from the sea or washed up on the shore. Anyway later he had some serious regrets on puking and not managing to kill himself.
Later on there was this scene where I think it was the same character, but possibly it was the other story, where the main male character was living with his wife. Again only after going through some serious issues. And was living in this big (relatively speaking) house and supporting the couple by creating manga based on his life full of profanities I think we nowadays would say it was seinen hentai... if that makes any sense.
Anyway the character had gone through some series of hardships and though that he finally found if not a peaceful life than a livable life. I remember one scene were his friend (or was it an acquaintance) came by to see how he was doing and when he saw how he was making money was quite shocked by it.
One day when he came home his publisher was there "doing" his wife. When he confronted him, the publisher told him that the manga that he was doing was not actually selling and this is why he got the cheques, because his publisher got to have sex his wife. Now his publisher proceeded to explain to the poor guy how he must have known all that and he should not be so shocked.
One of the more memorable scene is were the wife told the guy "How could you have done this to me" implyng that he basically pimped her to his publisher. This of course lunged the main character into a suicidal fit where he tried to kill himself.
Hopefully it ring some bells to someone, every time I hear that Clannad is a sad anime I think "not really" and think back on this one. But I simply do not remember the name, so I can't give them an example of a truly sad and depressing anime.