Because there are so many things in the world that can make us sad, it is hard to cover everything. I can only cover the tip of the iceberg on this subject. But feel free to ask any specific questions and we will let you know the proper sentence for your situation.
Sometimes sadness can turn into anger. For example, when the US gets away with gold medals at the cost of Koreans or other countries, it's sad to see. After the initial feeling, it turns into anger.