One common theme is loss. It could be the loss of a loved one, like in a story where a person loses their best friend and has to move along with their life without that person. Another theme is unfulfilled dreams. For example, someone who has always wanted to be a dancer but due to an injury has to give it up and move along with a different career path, which makes them sad. Also, loneliness can be a theme. A person who moves to a new city all alone and has to deal with the sadness of not having their old support network around.
Common themes in sad moving along stories often include disappointment. This might be when a person expects something great to happen, like getting a job they really wanted, but it doesn't work out. And they have to move along with the disappointment. Another is change that is forced upon them. For instance, a family being displaced from their home due to natural disasters. They are sad but have to keep moving forward. Also, the theme of missed opportunities. A student who misses the chance to study abroad because of financial issues and has to move along with a local education option while feeling sad about the missed opportunity.
In sad moving along stories, the theme of regret is quite common. For example, someone might have made a wrong decision in the past, like not confessing their love to someone, and now they have to move along with the regret. Another theme is the struggle against difficult circumstances. A single mother trying to raise her children in poverty. She is sad about the situation but has to keep moving forward. And the theme of growing apart from friends or family. People change over time and sometimes they have to move along with the sadness of no longer having the same close relationships as before.