Usually yes. While I can think of some sentences where "sad ending" could not be used but "sad end" could, generally both are used to mean the same thing, a not so happy conclusion to something. Just so you know, one sentence where sad ending would not work is: "He got the sad end of the deal." which means "He got the worst result of the deal." which is a pretty sad ending!

Well, there's a little difference. A book or movie has a sad ending. A person might come to a sad end (die miserably).