Ok.. Im not a fan of not so happy ending..That's why I'm trying to read some reviews before I watch it.. But Im trying to change it, coz many drama's that is worth to watch despite of the worst ending that you can imagine. The ending that you don't want to see. Too bad...we cannot stop it.. :( But there are some kdrama that still became your favorite even if its not the ending that we want.... 

I will try not to spoil some viewers:)

Top spot: Cruel City(still not get over it)

Runner Up;

Stairway to Heaven

Cheese in the trap

Top spot: Reply 1988 ( I literally couldn't watch last 2 ep 'coz of the ending) 
Runner up: Surplus Princess
Gu Family Book(dropped this one too,' cuz they killed off Choi Jin Hyuk, but i'm planning on continuing as they literally brought him back from dead...but still it's a happilly never after... ) 
Top spot: Empress Ki (I wasn't prepared for the ending) 
Runner up: 49 Days 


Top spot :n no tame ni 
Runner up :ouroboros 
The end: Soredemo, Ikite Yuku
The end: Entertainer ( I really didn't like the ending. I want her with the 2nd lead but it was an amazing drama)
Uncontrollably Fond doesn't have a happy ending.
Top Spot: Heartless City
Runner Up: Warrior Baek Dong Soo
Marry him if you dare
Cheese in the trap
The sad ending can make a drama the best drama ever, because it's just the most suitable ending for it.. But sometimes, the sad ending is just stupid and arbitrary that it makes you regret the time you spent watching the drama, because it doesn't make sense or it wasn't necessary at all.. one of those dramas is Cruel City actually, that's why I'm still not getting over this drama as well even after i don't know how many years since i've watched it XD But it's still one of my fav dramas cuz it was amazing until about the last 10 minutes of the last episode xP
The best drama with the saddest ending ever: Queen Seon Deok .. It's on top of my favourite dramas, and i don't think I have to mention 1 Litre No Namida =D
Other dramas that were amazing despite the "not happy" ending :
Hello Monster
Cheese In the Trap
49 Days
God's gift - 14 Days
Nine: 9 times times travel
The Princess' Man

They dont all have sad endings but, rather, the main leads didn't achieve their purpose in the end.. but they're all in my fav drama list!
I totally agree with Cheese In The Trap
Hello Monster
The Thousandth Man
City Hunter (It was kind of an open ending for me)
Scent of a Woman (but it was better than I expected)
King2Hearts(I couldn't watch the last 2 episodes)
Hi!!! :) Then you should watch...

http://mydramalist.com/288-49-days-2011
http://mydramalist.com/6669-shark
http://mydramalist.com/1460-white-christmas

http://mydramalist.com/7028-two-weeks
http://mydramalist.com/5957-sirius

These were really good!!!
49 days didn't really have a happy ending however I loved it!!
Two Weeks and Sirius had somewhat of an open ending..

I hope you watch them and enjoy!! :)
Blood; I don't know what is this ending can someone explain?
Boku no Ita Jikan - Cried my eyes out!!!!!!!!!!!!!