These get me every time: (Warning: spoilers ahead!)
Most satisfying (and chilling) final scene: Wyler's The Heiress (1949). Olivia de Havilland, who was jilted years earlier by the fortune-hunting Montgomery Clift when he mistakenly believed she wouldn't inherit her father's wealth, now coolly agrees to elope with him, but when he returns that night and knocks on the door, she dims the lights and tells her maid to "Bolt the door!", leaving him pounding and shouting her name. De Havilland (who is 103!) won an Oscar.
Saddest final scene: Scorsese's The Age of Innocence (1993). Daniel Day-Lewis, a widower, chooses not to visit his old love in Paris (Michelle Pfeiffer) because, he tells his son who had arranged the meeting, he is "old-fashioned" and too old. (He's probably 50-something & so is she - but she's Michelle Pfeiffer!.) He's outside her building, looks at her window, & you're thinking: Go! Go! But he slowly walks away. The End.