Tragedy. For example, many classic plays are tragedies which often tell sad stories about the downfall of the main characters.
A melancholy tale. This term emphasizes the overall mood of sadness and gloom in the story. For instance, a story about a lonely old man reminiscing about his lost love and all the opportunities he missed in life can be called a melancholy tale.
Dirge. A dirge is a slow, sad song or poem, and it can also be used to describe a story that has a very mournful tone. It's not as commonly used as some other words for a sad story.
Melancholy tale could be used. It suggests a story that evokes a sense of sadness and pensiveness.
Well, another term could be 'heartbreaking story'. A sad story often makes you feel sorrow, and a heartbreaking story has the same effect. It can break your heart when you hear about the misfortunes, losses or difficult situations in the story.
Some words for a sad story could be 'tragic', 'heartbreaking' or 'melancholic'.
Well, 'narrative' is another word for story. It's often used to describe a sequence of events or a tale.
The word 'dirge' can also mean a sad story or a lament. It often refers to a song or poem that expresses grief or mourning. Like in some ancient cultures, a dirge would be sung to commemorate the dead, and it was usually full of sorrowful tales about the person who passed away.