For me there are three:
The ending of Stephen King's IT
The ending of Turtles All The Way Down
The ending of Peter Straub's Ghost Story.
The Lord of the Rings. Frodo never recovers from the injuries he sustained during his adventure.
I suppose there was happiness of a sort in the ending of Charlotte's Web, but mostly it is sufficed in the agony of unbearable sadness. I think it was the first book I read to make me cry and I sobbed when Charlotte sang to Wilbur as she died. it still makes me feel like tearing up. Yep, OK, just found it still gets me.