Well, 'woeful' is also a great word for a sad story. It really conveys that sense of sorrow. Another one could be 'sorrowful', which is quite straightforward in expressing sadness. And 'gloomy' can be used to describe a sad story as it gives the feeling of a dark and sad atmosphere.
Some words for a sad story could be 'tragic', 'heartbreaking' or 'melancholic'.
Gift, rejected, sad. Imagine you put a lot of effort into a gift for someone. It could be a handmade item or something you carefully selected. But then that person rejects the gift. It makes you feel sad because not only is the gift not appreciated, but also your feelings behind it are ignored.
Melancholy tale could be used. It suggests a story that evokes a sense of sadness and pensiveness.
Just focus on a single sad event, like 'Job lost. Future seems so bleak.' It's about capturing a moment of sorrow in just seven words.
Tragedy. For example, many classic plays are tragedies which often tell sad stories about the downfall of the main characters.
Hope, dashed, despair. Well, it means that when you have hope for something, like a job opportunity or a relationship, but then it gets suddenly taken away from you. That's when your hope is dashed and it can lead to a feeling of despair. It's a common yet very sad situation in life.