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Why do all anime have depressing endings?

Meh, personally I don't like sad endings too.
Killing someone is the easiest way to move watcher's emotions, especially when character was liked one. Personally I don't like situations where I feel like producer show me board "cry, now!". Sad ending is good just when it was a logical consequence of story (Lady Oscar, Oniisama E).
I wonder what should I propose here. Genres you mentioned make have "high death end" rate. Maybe just try slice of life?

For example Crest of the Stars series doesn't end with someone's death, but we can't say that everyone got what he wanted- generally it was happy ending, but not without shades.

Utena- ending have lots of interpretations, but IMHO it was happy.
What I've taken from MAL
Inuyasha (I didn't like the ending)Oban Star racersMushishi, Mononoke, Abenobashi Mahou Shoutengai, Natsume Yuujinchou, Kuuchuu Buranko
Yes, happy endings are minority.

Part of the problem may be that alot of anime comedies seem either to be fanservice heavy (or have a pervy best friend or teacher as a character) or too girl oriented to appeal to the young adult male audience so coveted by sponsors, and are therefore less likely to make it to cable TV, which is where alot of casual fans view their initial anime. It seems to be hard to find something that is not either too fluffy for the guys or too offensive for the gals.

Looking through my own collection, Ouran High School Host Club and some of my Ghibli movies are the only anime with what I could really call completely happy endings. Many others have bittersweet endings due to casualties of love or war.

deaths generally aren't depressing unless its the main character or someone that the anime really builds upon heavily.

About classification of the death in anime I have nice discussion, unfortunately in Polish:)

Quote:

deaths generally aren't depressing unless its the main character or someone that the anime really builds upon heavily.

But does the death that doesn't awake emotion worth showing at all? It reminds me grotesque deaths in Excel Saga, that become simply boring or "death of multiple use" in DBZ. Especially that example show us how death should and shouldn't be shown. First death of Vegeta was powerful and heartbreaking scene. Second had a good moment, but everyone was so used to reviving characters that was sure that isn't serious. Good death in anime make you sob, open mouth or scream "die *******". Bad one make you yawn and fastforward.

But what we consider as "completely negative"?
In 5 cm per secons the main hero spoiler[is left where he sees that everything he put his faith in is over, but that means that he can start again]. In Oniisama E we have spoiler[one death], but other threads are finished even more optimistic than in manga.

Ps. More recommendation
Slayers
Genji Monogotari Sennenki (but here you will wish protagonist to be dead:P)

I don't think I would go as far as to say that even the majority of the anime I've seen has had depressing endings...but then again, I really enjoy comedies and well-written shoujo so that might be part of it. That being said, I can definitely think of some series that aren't romance or comedy that don't end up with a horribly depressing ending.

Baccano! - This one actually surprised me when I realized this, but thinking about it I'm pretty sure that not a single one of the main cast (which is huuuuuge) outside of a villain or two actually dies in this. This is surprising since the series is bloody as all heck, but--it's meant to be a fun action title I think, so that's what it goes for. It helps that the series is told out of chronological order, so starting off you'll have a decent idea of how the characters will end up. It's how they get there that is the exciting part of the story. A big theme of the anime is "life is a continuing story", so without giving too much away the ending of the anime (particularly when including the bonus episodes) has a feeling that life is going on for the characters, even if we can't continue to follow them.

Full Metal Panic! - I guess technically this series hasn't ended yet, but of the seasons we have so far, both of the story-driven ones have a happy ending, although in The Second Raid it gets preeetty dark before they get there. The comedy-only, side story season Fumoffu! just has a wacky ending, but it's not depressing and you could easily skip that season without missing anything if you decide that you're not all that interested in the high school hijinx bit of the series. (I should note that this is an action series and a romantic comedy in some ways, but there should be enough action to keep you interested...probably.)

If you like psychological thrillers, you should probably check out some of Satoshi Kon's stuff. I'd consider both Perfect Blue and Paprika to have happy endings. Paranoia Agent is a bit more ambiguous, but I don't think I'd call it depressing, exactly. It's hard to say anything without spoiling the series--I guess I'd say that things sort of end up back the way they were in the beginning, although there's maybe a bit of hope that things can get better? Millennium Actress is pretty bittersweet in the end...probably a bit too much for what you're looking for.

As for why anime has endings like that in general...I think I've heard that it's something of a cultural thing, although I can't really give a source for that or anything. I think storytelling just evolved a little differently in Japan than it did here in the west?

Maybe not psychiatrist, but sociologist or someone specialised in entertainment research.
For me ending should be a summary of the series, logical consequence of things we have seen. I agree that sad endings are overused and sometimes annoying. Sometimes tendency to avoid "and they live happily ever after" is so obvious that it can spoil fun. Fresh example: Otome Youkai Zakuro

spoiler[Death of the twin seems to be unnecessarily. Why couldn't thay rescue her ans enjoy together cup of tea?]
My theory is that sad ending is usually told to be "deeper" and "sophisticated" than happy one, so they are given away like sweets.

Knowing that an unnamed someone is going to die at the end of some anime is not predicting the ending.

Sad endings are subjective and are no more cliche than happy endings.

You would be hard pressed to find a story not in the kiddie section of Amazon that does not deal with character(s) death at some point.