Some of my favorite movies are
Magnolia
American Beauty
Stranger than Fiction
Eternal Sunshine of the Spotless Mind
The Virgin Suicides
What are some great, captivating dramas for miserable moviegoers?
Closer
Some of these I like better than others, but they're all dramatic.
A River Runs Through It
Blue Velvet
The Silence of the Lambs
Memento
The Unbearable Lightness of Being
Heavenly Creatures
Farewell My Concubine
What's Eating Gilbert Grape
Kalifornia
My Own Private Idaho
Sid and Nancy
Drugstore Cowboy
True Romance
The Last Temptation of Christ
The Piano
The Usual Suspects
Dr. Zhivago
Midnight Cowboy
To Kill A Mockingbird
My favorite dramatic movie is FIVE EASY PIECES. Quite a downer, too.
The Dreamers
http://www.youtube.com/watch?v=YU1brBVMBkM
The Night Porter (my favorite movie of all time, charlotte rampling is to die for!)
http://www.youtube.com/watch?v=MdId93FNMYs&feature=related
Quite a lot of Douglas Sirk's 1950's movies like "Imitation Of Life", "Magnificent Obsession" and "Written On The Wind" would certainly count.
Some that jump to mind are The Seventh Seal (1957) (http://www.imdb.com/title/tt0050976/), Casablanca (1942) (http://www.imdb.com/title/tt0034583/) and Citizen Kane (1941) (http://www.imdb.com/title/tt0033467/).
.TAXI DRIVER
.Uhhhmmm....uh...high drama...drama...high...
.MESA of LOST WOMEN!!!!
http://www.youtube.com/watch?v=zqaUgKhJd2I
I laffed! I cried! I wet my pants!
You want drama? You want a downer movie? Try Gilliam's Tideland. It's a very good, well-made movie, but it took me several days to process it and get over it.