Page is in construction See Grieving also.
Definition: Affected or characterized by sorrow or unhappiness.
That's the definition, but I would modify it to add that it is usually associated with loss of some sort, even if it is just a "sad movie".
APPROPRIATENESS
Certainly it is appropriate to feel sad for a period of time when someone you were close to passes away, but it is not appropriate to feel sad for a period of time for anything else.
FOR HOW LONG? WHAT IS IT BASED ON?
People who feel sad past a quick feeling, except as notes above, have an attitude of helplessness at replacing the lost one or the dependency on that person. The sadness turns into a lamenting that there is no one there for oneself.
If one is self-sufficient, then one does not feel sad, as there is no dependency loss.
LOSS VS. HAVINGNESS
overall picture on how much we actually do have.