One of the saddest musicals I ever saw was Miss Saigon (madame butterfly) because of the hope she had that her life would be different. I watched it and wanted to protect her from having that hope because of how awful it was going to feel when, as one knew would happen, she found out it would not be. I, oddly enough for me, cried throughout the whole show from her first appearance on stage because of the crushing futility of her hope.