Depressing movies! Those bum me out like no other. Then again, I'll sometimes cry out of nowhere while watching something funny or inspiring. Listening to music, especially songs that are nostalgic, can make me feel sad or euphoric. I think it depends on how you're feeling that day, but typically, I would avoid movies with heavy subject matters -- movies like "The Hours" or "Requiem for a Dream" made be uber depressed and obsessed at the same time.