The ending of a Doll's House is unhappy in that the main character, although invested so much sacrifice and effort, ended up losing everything she was trying to protect: Her marriage, her children, her life as she knew it, her home, and maybe even her place in society as the wife of an important bank president.
To me the saddest part is seeing the lack of validation that Nora received throughout her life, and how she tried so hard to be at least partially appreciated by the people whom she loved the most. She gave everything, even her dignity, up for the sake of helping her husband. In the end, he was the first one to turn her back on her for the sake of what is socially expected.
This led Nora to leave everything behind, as if it was a memory of her former self, in order to blossom again and become someone new.
A Doll's House, in my opinion is a tragedy of sorts, but it is a result of the people of the time. The society is male-dominated and though Nora's behavior seems sometimes comic in its ridiculous nature, she is actually simply playing a role (like a "doll") in order to get what she wants and, in a real sense, absolutely needs: money to pay Krogstad's I.O.U.
Nora leaves her children at the end and goes into an uncertain future. She knows she can not care for them, but regardless of the situation, a mother leaving her child is unnatural and hard to comprehend in any society, though it happens all too often.
I would say this play is sad: the family is destroyed and Nora has no idea of who she is or how she will survive. (Kristine has already described the horrors that a single's woman's life, trying to survive alone in a man's world, will hold for her.) Torvald has no clue, but this has been the case through the entire play. Even when he finds what she has done—only to save HIS life—all he cares about is his reputation. He is, of course, a product of his society, but in any age, there have always been people who have lived outside the confines of society to do great things.
For example, Ghandi, Mother Teresa, and Martin Luther King, Jr., are only a few examples: they could have stayed where society expected them to, but each chose to take a different path that confounded some, and enraged others. And thank God they did so.
Unhappy and tragic: that is how I see "A Doll's House."