I’m not sure what to define as saddest. The work that made you feel saddest while reading it, the work that made you cry the most, the work with the saddest ending thus disqualifying any works with happy endings, the work you feel saddest remembering? It makes it difficult for me to decide.
It’s a toss up between Clannad and Air, both of them are good contenders. In the end though, I think I’d go with Air.