Why do we like watching sad films?

I've recently started wondering, why do we seem to like watching sad films? I've been watching a lot of films recently that have brought a tear to my eye (Full metal Jacket, Platoon, Braveheart, The Boy in Striped Pyjamas and District 9) and are pretty depressing, yet that what makes me see them as good films? Why is it that films that make us upset are such good films?