Hey there! =)
Like what subject says.
Is there any J-drama without a happy ending?

(Edit: "tragic end".  Is there any J-drama with tragic end every episode?)

Yes I know, many people wants a happy ending or else it's not worth it, or like that.
But somehow I do like non-happy-ending then happy-ending, its feels more like IRL :P
Not a person how to like to act "hero" save everyone etc...
Or person how is smart and solve every single mystery like murder and so on... solves every puzzle without fail.

The first series I did watch was: "Gekijourei ~Kara no Shotaijo~"
short series act by AKB members, every episode doesn't have a happy ending, only bad ending and I like it! <3
But that mini-serie is horror, horror should be none-happy-ending :P

I do remember 2 J-drama in my list that dosen't have happy ending at als, but do not remember it :/
I need more J-drama like that =)
Like puzzle game but can only solve maybe 30% of them,
murder case -> same there, can only solve about 30% of them.
Maybe some romance, start with one pair but something happing every episode that is only bad.

Sorry for you guys how doesn't want to hear about that :P
But if you really know some movie/series that doesn't only have a happy ending for every single episode or movie,
please post it! :) 
It feels weird to say it but I love the tragic endings too, and the japanese are better at those than anyone else ^^ (btw i love the actress on your profile picture)

I can only recommend you movies though as you've already watched the tragic dramas I've seen;
-I gave my first love to you
-moon child
-only you can hear me
-rinne no ame
-dear friends



though if you might consider movies from other countries;
-bleak night
-steel cold winter
-a millionaire's first love
-daisy
-don't cry mommy
-han gong ju
-friends never die
-love phobia
-pained
-sirius (4 ep drama)
Shitsuren Chocolatier fits your criteria. It's a not a tragic ending in terms of death or anything, but it does not end with the typical happily ever after.
The only Japanese drama that I hate the ending until now is Tokyo Love Story.
This thread should definitely have a SPOILER tag in the title!
One Million Stars Falling from the Sky 
For me it's 1 Litre of Tears, a 15 year old girl who had everything going for her, but is later diagnosed with spinocerebellar degeneration, a disease that gradually deteriorates to the point where she can no longer walk, speak, write, or eat. 

Agree, you should put spoiler on someplace xD

Japanese are indeed good on this! Although it is more of a bittersweet ending than an unhappy one.

DRAMAS with sad/tragic/unhappy plots I definitely recommend

- 1 litre of tears: a must!
- Aishiteru: a kid kills another kid and both families struggle with their sufferings and society rejection. It is a pretty good drama but not very famous for some reason...
- Beautiful Life: a relationship between a hairsylist and a woman who has a sickness and is on a wheelchair.
- Bloody Monday 1 & 2: not exactly sad but there are many deaths including those of beloved characters you'll actually feel sorry and sad for.
- Chouchou san: nice option if you like period dramas. A japanese girl who lost her parents marries an American naval officer but he ends up leaving her behind with their child.
- Deep Love: definitely a must!!! a highschool student has to work in prostitution and well... things don't end well at all, also has little romance involved. It made me cry a lot.
- Itsuka hi no ataru basho de: not unhappy ending but the whole story is bittersweet as the 2 main female characters struggle to get back their dreams and ilussions in life after having spent some years at prision and their family rejects them now.
- Koizora: teenage love story, the couple goes through some tragedies until the last biggest lose. It is a lovely story. There's also a movie version (which I liked more btw)
- Long Love Letter: a group of students and 2 adults end up traveling to the future where humanity is extinct and have to struggle in order to survive. Sounds unrealistic but it is actually pretty good!!
- Nankyoku Tairiku: THIS definitely you have to watch it. Probably the saddest I've seen... not even 1 litre of tears made me cry so much. That is if you like animals (dogs)
- Tonbi: Although the ending is not unhappy the whole story will make you probably cry, I did! it is one of the best dramas I've seen, very bittersweet. There's also a SP drama, I recommend the longer drama though.

MOVIES
- Air Doll: korean actress but japanese drama about a "life size sex doll" who suddenly comes to life (or kind of...) and well, everything gets emotional and sad
- Helter Skelter: not sad but... weird? it is a very peculiar story about a spoiled rude top model who underwent almost a complete body surgery but then starts falling sick and having severe skin problems due to the surgeries and is left almost alone to endure it.

Another titles that are also good and may match your request:

- Asuka e, soshite mada minu ko e
- Boku no ita jikan
- kamisama mou sukoshi dake
- Last Friends
- Mother
- Summer Snow
- Vampire host (haha I included this one because it is very weird and somehow funny and the end is even weirder xD)

J-DRAMAS - Hours of my life, Deep love, Itoshi kimi e (not exactly sad but touching), Beautiful life, A million stars falling from the sky, A sleeping forest, Innocent love (touching,not sad), Last friends, Byakuyako, Kamisama Mou Sukoshi Dake and Majo no Jouken.
Maou
Sore demo ikite yuku
1 liter of tears
Zeni Geba this drama is the whole opposite of happy and happy endings