I don't think there is a sadder (or more beautiful) word than the Portuguese word saudade. There is, apparently, no other word in any other language with quite the same meaning.
"Saudade has been described as a 'vague and constant desire for something that does not and probably cannot exist ... a turning towards the past or towards the future'." "It often carries a fatalist tone and a repressed knowledge that the object of longing might really never return." "Saudade was once described as "the love that remains" or "the love that stays" after someone is gone. Saudade is the recollection of feelings, experiences, places or events that once brought excitement, pleasure, well-being, which now triggers the senses and makes one live again. It can be described as an emptiness, like something or someone that should be there in a particular moment is missing, and the individual feels this absence. " (source)