What’s is the saddest book you've read recently? I guess it would have to be Veronika Decides to Die by Paulo Coelho. Although I didn't much care for the book. It is about a 24 year old woman who has everything in life, but doesn't appreciate it, so she decides to attempt suicide. She fails, and ends up in a mental hospital.
Wikipedia says The gist of the message is that "collective madness is called sanity", which is a nice message, although I didn't get that when reading it.
However, this was a very sad book. The things that Veronika went through broke my heart. Coelho created a character one could have sympathy for.