Is there any?? I haven't read much (no fantasy except HP books), but I can't think of any other book giving the same feeling. After finishing the LotR (& before finishing it) I couldn't sleep at night thinking how the story is going to end. While reading the books, I wanted all of it to end very soon; but was sure there're going to be tears too. Shockingly, I didn't cry at all.
But, later when I grasped the facts, I felt very bad. I was like, "Why Frodo, Gandalf, Bilbo had to leave?" I read few other books, but none of them affected my head so much.