I have read many bittersweet stories, but the one that hits me the most is Peter Pan by J.M. Barrie.
I have always been a kid at heart, and a fan of Peter and Wendy.
It's not only sad that Peter doesn't go with Wendy, but also that he forgets her. That forgetfulness becomes an emptiness, and Peter becomes a wanderer.
Another scene that makes me sad is when Peter returns to take Wendy's daughter away. The realization that Peter feels betrayed by Wendy growing up strikes a chord in my heart, and I pity him. No matter how much Wendy tries to explain the world to him, Peter Pan refuses to be a part of the world. Instead he remains alone, with only fading memories to comfort him. He even forgets Tinker Bell, and that moment makes him truly helpless.
For some reason the fact that Peter is frozen in childhood makes this story magical and bittersweet. Forgetting people and always craving a place to belong, Peter goes from adventure to adventure, but he can't use the wisdom that comes with looking back on the past. He is made of the present, fleeting and fragile. He is a lonely character, and a tragic hero.
I still love Peter Pan as a novel, play and wonderful tale, but the ending of this story always makes me sad. I feel sorry for Peter, and Wendy.