I don't think I've ever had a 'saddest' day because I try to find the bright side of any bad situation.
That being said, I think the one that comes the closest is the day I left my first job, it was an awesome, well-paying job for my age with plenty of bonuses and benefits, and a high career potential, but I didn't enjoy the job itself and so I left.
I was able to leave the moment I said I wanted to - this was after a month of talking back and forth with the HR department about my issues - and they gave me a week's worth of pay after my leave.
It was the slowest and most quiet day of my life.