Grave of the Fireflies for sadness, Dragonball Z for anger and absolute friendship also One Piece as well. Not the anime technically but HunterxHunter for frustration over the amazingly long hiatuses for the manga(had to add this one in). Sailormoon for love, Flcl for confusing, and I know its supposed to be one all time but each one shares a different emotion.

CLANAAD...This left me in a pool of tears

Clannad After story. i cried much more then i would like to admit

Trying for thumbs up kids on a slope

So many great responses. I actually read them all. Mine are:

Number 1 has to be Air. I am a HUGE Clannad fan and After Story, in particular, is an emotional rollercoaster BUT Air literally blindsided me and left me nearly catatonic for like a week. I literally picked up on the ending immediately and subsequent research on the internet confirmed my suspicions. As much as I want to rewatch the series, since it is very good, the ending is brutal. As a matter of fact, of all my favorite anime series, this is the only one I have watched only once. Yes I own it and every time I look at the box I can't help but look away

2. Clannad - love it!!! The entire series is cathartic to me. I actually find a reaffirmation of life after every time I finish the series. I consider the roughly $100 spent for both seasons on blu-ray to be the best $100 I've ever spent

3. Ef a Tale of Memories and a Tale of Melodies - though I thought the emotional impact overall was better in Memories (since I really enjoyed both story arcs in Memories), the ending in Melodies left me feeling lost and bitter. You know it's coming. I will readily admit I was pleading for a deus ex machina moment. Yuko is my 4th favorite female anime character (1. Kyou Fujibiyashi. 2. Holo. 3. Mitsuki from Rumbling Hearts) and of the 4 she's easily the most tragic. I realize the story is better for it but...I just wish...

4. Anohana - another series that you could see roughly how it would end and yet when it came, it hit you like a ton of bricks. I really appreciate that the team didn't hold anything back. I do think they should have spent one more episode building it up since that last episode IS REALLY POWERFUL but despite it's raw emotion it didn't detract at all from the overall quality of the work. Many would say that it enhanced it. Perhaps I'm just being selfish in wanting more time with a cast that I truly grew fond of...sometimes it's hard letting go

Clannad is the most touching anime wee, it's also a classic to watch.

Anohana,
His and Her Circumstances
Kimagure Orange Road
Video Girl Ai

Most emotion


Grave of the Fireflies
Fruits Basket
One Piece
Cowboy Bebop
etc.

Gurren Lagann gave me feels.

Some runner ups are Soul Eater, K-ON, Fullmetal Alchemist, and Clannad.

Here's a list:

Clannad(afterstory) - okay, definitely the saddest one

Anohana-sad, but bittersweet

School Days-Depressed me throughout the series, then shocked me

Higurashi-made me scared of elementary schoolers.

Umineko-Made me think, ALOT. (also resurfaced my fear of children)

Kite..I thought it was the saddest most diabolical anime I have ever seen.

Ai no Kusabi (the original ) was also so sad and very thought provoking. The ending was not what I expected and Guy turned out to be an sob, so selfish.

The most all around thought provoking anime for me is Naruto/ Naruto Shippuden . Sometimes its sad, sometimes its happy, sometimes its just over the top. But there is a lot going on in that anime. There is overcoming extreme odds in the face of adversity, love and friendship won and lost, and just where do your loyalties lie or where should they? It's just pure genius the way it is written and presented.

I just watched .hack//Sign the other day. This show is depressing beyond imagination. I just felt awful watching the show, but that kind of reaction makes it one of my favorites. I know this is not actually an anime, but I watched all the cutscenes like it was a show. FFVII: Crisis Core is another one that made me sad. I literally cry every time I watch the final scene.

Ef - a tale of memories i almost cried it was so sad for me (never cried for almost anything THIS WAS SO SAD)

Clannad After Story
Code Geass R2---> bad with remembering titles but think its also called Lelouch of the Rebellion or something
Angel Beats
Anoha-The Flower we saw that day (yea, I spelled the first part wrong I know lol)
Guilty Crown but I would say I was both sad and pissed off by that anime.
Kuron The Animation
Naruto & Naruto Shippuden

Geez, I left out Elfen Lied