I know where you're coming from. That can sometimes happen to me, but only under some circumstances. Stuff that ends bittersweetly makes me pretty depressed afterwards, of course. Comics and games that go out of their way to emphasize the transience of their settings, no matter how much they subvert it in the end (Azumanga Daioh leaps immediately to mind, though other high school-themed manga have done the same), will make me a bit uncomfortable. I still haven't watched past the first episode of 5 Centimeters per Second because of this; I just need to work myself up to it.
Really, transience, lingering regrets, and fear of the unknown are the things that make me really sad a story's over, as a reminder that closure is something that doesn't always happen.
If something ends on an unambiguously happy note, though? I don't really get sad, somehow. Even though I probably liked the show or game simply because I got attached to the characters, that might be a part of it. I know the characters have weathered some crisis, grow together, simply spent time with each other, etc., and that they're doing well by the end, and somehow, being happy for them wards off the implications that I won't be spending any more time with them. Doesn't mean I won't shed a few tears at the ending a little, or maybe more than a few if it's just a perfect ending like Fruits Basket, but they're usually tears of fulfillment instead of grief.
And don't get me started on visual novels. When there's a fairly wide range of possible endings, it gets...complicated. >_>
Really, transience, lingering regrets, and fear of the unknown are the things that make me really sad a story's over, as a reminder that closure is something that doesn't always happen.
If something ends on an unambiguously happy note, though? I don't really get sad, somehow. Even though I probably liked the show or game simply because I got attached to the characters, that might be a part of it. I know the characters have weathered some crisis, grow together, simply spent time with each other, etc., and that they're doing well by the end, and somehow, being happy for them wards off the implications that I won't be spending any more time with them. Doesn't mean I won't shed a few tears at the ending a little, or maybe more than a few if it's just a perfect ending like Fruits Basket, but they're usually tears of fulfillment instead of grief.
And don't get me started on visual novels. When there's a fairly wide range of possible endings, it gets...complicated. >_>