Yes, there is a Bridge of Sighs

Several, in fact.

The original is in Venice, and connects the old prisons to the interrogation rooms in the Doge's Palace. It's enclosed, and has windows with stone bars.

Another is in Oxford, England. It's real name is Hertford Bridge, and actually is more reminiscent of the Rialto Bridge in Venice. This bridge connects the new and old quadrangles of Hertford college.

We wonder what was in that new quadrangle that caused so much anguish.