You're thinking of the anime "Air" it's made up of 13 episodes and 1 movie. It's a sad anime but not too romantic, I didn't care for it but it is in English dub for only $9.49 on amazon.com
another great one that actually made me cry (and is the other show/anime to make me cry) is "Clannad ~After Story~" it's made up of 25 episodes I think and it's only in English sub. Of course you'd have to watch the first series "Clannad" to actually understand it and have it have more of an impact. "Clannad" is 24 episodes and it's English dubbed. The second series "Clannad ~After Story~ is wicked sad and is full of romance, while the first series Clannad is also a Harem/Romance/Comedy/Tragedy.
"Kanon" 2006 series is the 2nd saddest series I've seen. It has 24 total episodes and is also English dubbed. You can get it on amazon for $12.99 right now. It's a Tragedy/Romance with some comedy but not much.
The same company made all 3 of these animes. Key animation made "Air", "Clannad and Clannad After Story", along with "Kanon"
A very sad anime that's more towards males is "Basilisk". It's a ninja anime about two clans sworn by hate but the leader of the kouga clan falls in love with the leader of the iga clan and vice verca. It's 24 episodes I think and English dubbed by funimation.
"Elfen Lied" is one of my favorites and has a very mature, bloody theme. It's meant more for guys because of all the blood and nudity but it has a very compelling story. It's a Tragedy/Romance/Horror and it's 13 episodes with an OVA which is episode 10.5 and it's English dubbed by ADV. I HIGHLY reccomend it.
I'll name off a few others that are okay
Saikano: 13 eps, English dubbed
Gantz: 26 eps, English dubbed
Eureka Seven: 52 eps, 1 movie, English dubbed
I hope I helped but I highly reccomend all the ones that I gave FULL descriptions I gave.
I've seen them all and own just about all of them.