Hrm. Many of the more common ones have already been mentioned. How about:
Aaron Copland: "Letter from Home" Perhaps more wistful than sad, but overall a good piece.
Dmitri Shostakovich: Fifth Symphony, Third Movement. (The rest of the Symphony's pretty darn sad, too, but it expresses it more violently). According to Shostakovich, this movement was written, basically, as a funereal piece for a very good friend of his that protected him from, and was for that reason killed by, the Stalinist regime. Really happy stuff...
Beethoven: Seventh Symphony, Second Movement. Although that's pretty common as well.
Londonderry Air (AKA Danny Boy)
And some less "classic" classical pieces:
Nobuo Uematsu: Aeris' Theme from the Final Fantasy VII soundtrack.
Just about anything off of the "American Beauty" soundtrack.