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Reactions to memorable experiences of sad music were studied by means of a survey administered to a convenience (N = 1577), representative (N = 445), and quota sample (N = 414). The survey explored the reasons, mechanisms, and emotions of such experiences. Memorable experiences linked with sad music typically occurred in relation to extremely familiar music, caused intense and pleasurable experiences, which were accompanied by physiological reactions and positive mood changes in about a third of the participants. A consistent structure of reasons and emotions for these experiences was identified through exploratory and confirmatory factor analyses across the samples. Three types of sadness experiences were established, one that was genuinely negative (Grief-Stricken Sorrow) and two that were positive (Comforting Sorrow and Sweet Sorrow). Each type of emotion exhibited certain individual differences and had distinct profiles in terms of the underlying reasons, mechanisms, and elicited reactions. The prevalence of these broad types of emotional experiences suggested that positive experiences are the most frequent, but negative experiences were not uncommon in any of the samples. The findings have implications for measuring emotions induced by music and fiction in general, and call attention to the non-pleasurable aspects of these experiences.