Sir James Barrie describes in his autobiography that he was once travelling on the Scotch Express -- it was not then called the Flying Scotsman -- from Edinburgh to London, and further describes how five young ladies boarded his compartment at Carlisle and had an animated discussion on the topic: Which is the saddest word in the English language?
Sharma, Nohan Lal
"The Saddest Word,"
Word Ways: Vol. 3
, Article 9.
Available at: http://digitalcommons.butler.edu/wordways/vol3/iss2/9