If you want to see a depressing movie, see Little Miss Sunshine. Depressing because there's not a positive character anywhere. There are some very funny parts to the movie, and the acting is outstanding (especially by 10-year old Abigail Breslin, who was so good in Signs); but the fun is overshadowed by the cynicism and ugliness of people who believe in nothing and no one bigger than themselves.
The family that is the centerpiece of the movie suffers from all sorts of sad dysfunctions. There's a gay uncle that failed at suicide and is now devoid of hope . . . a cold taskmaster of a father . . . a son that won't talk and hates everybody . . . a daughter that performs a striptease at a beauty pageant for children (from which the name of the movie comes) . . . a mother who has a trace of compassion but is caught in the middle of all the family squabbles . . . and, worst of all, a grandfather who is the most foul man you can imagine. I winced every time he opened his mouth.
It could be argued that the family learns to accept each other in spite of their problems, and therein is redemption. But their hearts are still cold and egocentric at the end of the movie. God is ignored and unwanted. The teenage son in the movie wears a t-shirt that says "Jesus Was Wrong." That pretty much sums up the worldview of this family.