The ending is even sadder than you think
Note: everything in this post is just a theory, and I don't have any confirmation that any of this is real. Take this with a grain of salt!
So at the end of Brokeback Mountain, Ennis lives in a remote trail in Wyoming that looked oddly familiar to me. So I searched up where Jack and Ennis first met (aka Joe Aguirre's trail) and it said WYOMING!!!! My theory is that after Jack died and Ennis decided to move to a remote area, he chose to live in Joe Aguirre's old trail (after it had been vacated) so he can forever live where he and Jack first met. This movie kills me every time I learn something new about it.