Does anybody know some sad and kinda nostalgic anime series or movies?
Pokemon: Mewteo strikes back fits nostalgic and sad. Not anime but Toy Story 3 is a tearjerker.
Barefoot Gen is another WWII movie but I didn't find it as sad as Grave of the Fireflies.
Depends on what you find sad.
Romeo X Juliet
Basilisk, really more action/ninja/horror but some teary moments near the end.
Saikono, a girl and a boy fall in love, she happens to be a weapon of mass destruction in a war torn world. There is some visual horror which just adds to the depressing nature.
Ga Rei Zero, two best friends torn apart. Will you kill someone you love because of love? Don't let the first episode fool you. Ga Rei Zero has one of the best first episode of all time.
Worlds where you're probably better off dead:
Now and Then, Here and Now is right up there with Grave of the Fireflies. A young boy is transported to a new world, the future. The Earth is now a dry wasteland where only the worst of the worst has survived. And innocent children. Things don't end well.
It started off nice but things get worse:
Puella Magi Madoka Magica
Bokurano (kids get to pilot giant mechas, even more depressing than Neon Genesis Evangelion)
Then there is Key anime: Clannad + After Story, Air, Kanon, Angel Beats. All are regarded as pretty sad with Clannad considered the best.