You can forget what made you sad and still feel sad
People with amnesia could not remember the film, yet they still reported feeling sad without knowing why.

Patients with severe memory loss can forget a sad movie minutes after watching it and still feel sad.
Caltech professor Ralph Adolphs, who studies emotion, describes work by researchers in Iowa involving four or five patients with damage to the hippocampus, a brain structure needed to form new memories, who keep a memory of only about a minute or so.
The researchers showed sad film clips to those patients, and to people with normal memory. Right afterward, both groups said they felt sad, and the patients grew weepy.
Minutes later, people with normal memory said they still felt a little sad because they remembered the film. The patients could not remember seeing any film, yet they still reported feeling sad, without knowing why. The feeling of sadness lasts on its own, separate from remembering why.
Questions people ask
How long does the leftover emotion last?
In the study, the patients were asked again minutes later, and the sadness was still there. Adolphs says sadness probably has one of the longest time constants among emotions. The study was not designed to pin down exactly when the feeling finally fades.
Do these patients understand what is happening in the moment?
Yes. They can talk, follow what is happening, and react to it, including understanding a sad film clip and becoming weepy. What they lack is the ability to store what just happened, so minutes later they have no recollection of having met or watched it.
Why does it matter that emotion lasts?
Adolphs argues that persistence is part of what makes an emotion useful. A threat like a bear might still be lurking, so the internal state needs to continue for a time to guide behavior. That continued state lets a person or animal use much incoming information while staying ready for the challenge.