OMG! Yes! Go watch FMA and FMAB right now!
The show is basically about 2 brothers named Edward and Alphonse Elric, who are alchemists. Alchemy has a law of equivalent exchange. In other words if you want to create something you must lose something else of of equal value. But you must never use alchemy to bring back the dead. When their mother dies, Ed and Al ignore this rule and try to bring their mother back. But the equivalent exchange proves to be too much for them. Ed loses one of his legs and Al loses his entire body. Thinking quickly, Ed sacrifices his right arm to attach Al's soul to a suit or armor. Now the Elric brothers go to search for the Philosopher's Stone, a stone that allows you to do alchemy without the Equivalent Exchange, in order to return their bodies to normal.
Sad? FMA is very sad. I don't know if the ENDING is sad tho, as I have never seen the movie that completes the series. I have yet to watch Fullmetal Alchemist: Brotherhood, but from what I have heard it is even better than FMA!