Is it normal that i get extremely depressed after watching sad movies?

Whenever I watch sad movies, I get very depressed. I watched Titanic 2 months ago and afterwards I didnt talk for awhile. I couldnt stop thinking about all those poor people who died in the freezing water. (I also cried when jack died, but that's just because someone THAT hot can't die in a movie without there being a teary-eyed audience). But even with 2 months passed, I'm still sad. I know it really happened to people and its hearbreaking, but I can't get it out of my head. I played the titanic theme song on my guitar and broke down in tears. Then yesterday I saw Life is Beautiful and THAT was too much. I didnt want to talk all day and all I can thnk of is the movie and the poor people in the concentration camp and Guido and his poor son and wife. I ask myself why over and over why sad thngs happen, like all the couples and families on Titanic and the people in the concentration camp during the Holocaust dying, but I don't know and it makes me want to die. IIN??? :(