Scientists were curious about this, too, so they conducted a study involving a few hundred participants and the 2007 film Atonement, which if you haven't seen it is best described as "every sad movie ever made, for two hours."
Theater staff are required to keep water and salt tablets on hand to stem the dehydration death toll.
Before starting the movie, the researchers asked the participants how happy they were with their lives in general, including their goals, their relationships and the ever-looming possibility of being stricken with sudden and inexplicable cancer (probably). As Atonement squeezed all the tears from their faces over the next 120 minutes, they were asked the same question three more times. After the movie was over, the researchers asked the participants to rate their emotions.
They found that the participants had become happier after getting taken in by the wailing opera of despair, because they had subconsciously compared their own close relationships with the horrible tragedies onscreen. Watching others fail on such hopelessly spectacular levels actually made them feel better about their own lives, sort of like watching Titanic and saying to yourself, "Gee, I guess getting passed over for that promotion isn't so bad. I could've frozen to death in the Atlantic while staring into the eyes of my latest one-night stand."
"Still didn't get to draw anyone naked, though."