There are several amazing anime series out there that are framed around truly depressing concepts. In Fullmetal Alchemist: Brotherhood, and what seems like every big shonen out there, deals with main characters who are immediately orphaned either at the start or before the show, immediately making the series a bit more of a somber experience.
Other shows, such as CLANNAD, deal with depressing situations the entire time as characters constantly struggle to get their friends to survive. Although anime like these have blatantly depressing plot points and themes, there are so many anime out there with truly gut-wrenching plot twists and surprises that fans would never expect. Beware of spoilers.
10 Orange
Orange is an anime series that looks utterly pleasant on the outside but is a total tear-jerker on the inside. The series follows Naho Takamiya, a young high school who receives a letter from her future self. The letter details some things that Naho and her friends should avoid doing over the upcoming school year. The twist is that her future self fell in love with the new and quiet transfer student, Kakeru Naruse, who ends up committing suicide towards the end of the year. Future Naho writes to her younger self to avoid all the events that push Kakeru over that final edge. With each episode, audiences won't know if Naho's efforts are successful or not until the very end.
9 Your Lie In April
This show is the definition of depressing plot twists. After his mother passed away, Kousei Arima stopped playing the piano, a hobby that he truly loved and cared for. He was ridden with sadness until he met the warm and bubbly Kaori Miyazono, a young violinist who wanted Kousei to play with her. It is revealed early on in the series that Kaori suffers from a terminal illness and runs out of time. The final episode is a huge punch to the gut. As Kaori goes takes part in ina super risky surgery, she, unfortunately, doesn't survive. Meanwhile, Kousei performs his piano and sees Kaori play the violin beside him, not realizing it was her spirit beside him. The final reveal, and the "lie" in the title of the series, was that Kaori had been in love with Kousei the entire time but never told him. And Kousei, who had been in love with her as well, only realizes after it is too late.
8 Anohana
Anohana: The Flower We Saw That Day is strangely like a mix of Orange and Your Lie in April. This story, which seems totally adorable and fun on paper, is actually super depressing. As a child, Menma was involved in a tragic accident that killed her way too soon. All of her friends were left to mourn her death and eventually separated over time as the grief had been too strong.
One dYearsr, Menma appears as a ghost to one of her friends to shake him out of his depressive state. The entire anime is super agonizing, but the final episode is one of the biggest tear-jerkers in anime.
7 Fruits Basket
Fruits Basket is a super popular anime series that was presently revamped to tell the original manga story better. This anime seems light and cheery on most occasions, but there is definitely a dark side. This anime not only deals with abuse, both physically and mentally, it also has so many plot twists that fans wouldn't expect. Each character seemingly has a darker secret, something that they constantly have to work through. There is also a bunch of twists with the big bad that only affect the characters even more.
6 Cowboy Bebop
Cowboy Bebop is definitely one of the most popular anime series there is, and its depressing plot twist towards the end of the series is what might have put it there. Spike and his friends casually travel around space throughout the series, getting into a whole bunch of random situations. Everything, though, is pretty light and breezy, and there really isn't a strong continuation. But in the last couple of episodes, Spike's tragic past is revealed, and he is given an extremely sad anime ending that no one would have expected based on the other 23 episodes.
5 Death Parade
Death Parade is definitely heavy. This anime introduces itself as the fun but dark supernatural story of what happens just after death and determines if people go to heaven or hell. Chiyuki is a human, assigned to work with Decim at the Quindecim bar and learn how to be human. She doesn't remember her life as a human at all but helps Decim and the people that enter the bar figure out what their intentions were actually in life. But in the final episodes, it is revealed that Chiyuki is actually there to be judged herself. Sidenote, this anime has the great opening ever.
4 Assassination Classroom
This seemingly fun anime has an unfortunate ending that makes almost every viewer cry their eyes out. The majority of this anime is super fun and happy with silly and cool characters to go around, making it a fan-favorite series.
Koro-sensei trains a classroom full of kids to assassinate him because he will "one day destroy the earth." The major twist in this anime is that Koro-sensei isn't doing it intentionally but needs o to be stopped. The second to last episode is a total tear-jerker as all of the students (and viewers) grew to love Koro as the series progressed.
3 Angel Beats!
Angel Beats! is another super popular anime with an extremely dark and depressing twist only a few episodes into the series. The anime looks like a fun and cute school time series and then appears to be a fun sci-fi story before it is finally revealed how dark it actually is. All of the teens in this series are stuck in the afterlife after their lives were taken before they could even do anything with them. They are to try and gain some semblance of acceptance to move on and be reincarnated. But when the main character's backstory is revealed at the end, viewers are sure to cry several tears.
2 Plastic Memories
This sci-fi anime takes a quick turn towards the dramatic. Tsukasa Mizugaki works for a company called SAI Corps that makes artificial lifeforms called Giftias that can completely experience human emotion and thought, but with a short life span that eventually renders them violent before death. Tsukasa pairs up with the Giftia, Isla, who is running out on time. This series's beginning is fun and makes viewers totally fall in love with the characters, only to have a heart-twisting ending.
1 Chrono Crusade
Chrono Crusade seems like the standard run of the mill supernatural action anime of the early 2000s. It has a demon and holy nun/exorcist romance that links the main two characters together as they fight to save the world. The truly gut-wrenching twist is how this bond is formed. Chrono and Rosette (the demon and nun) are soul bound. The two made a contract when Rosette was 12 years old that slowly ticks her life away. The more power he uses, the quicker she comes to death, which doesn't seem bode well when the two end up falling for each other in the midst of a holy war.