'Brokeback Mountain'
Anyone who's seen Brokeback Mountain is likely to agree that it's probably one of the most devastatingly heartbreaking movies ever made. I mean, I've seen the movie at least two dozens times and I still sob for an hour after it every time. As for sexiness, you have Jake Gyllenhaal and Heath Ledger which, of course, is a win-win. While there are only a couple sex scenes in the movie, it's the sexual tension that leads up to that first sex scene and their love that make it sexy.