Nirvana always gets to me, especially listening to heart shaped box off a Rome bootleg I have of them, the last song they ever played live. Kurt was so unenthusiastic.
Fell On Black Days and New Damage by Soundgarden are pretty depressing as well.
Some of Pavement's stuff is pretty sad, mostly because of the kind of monotone voice it's sung in, Bright Eyes too, lyrics wise.
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