Paulo Nutini - Last Request
Eulogy - Hereafter
Lightning Crashes - Live
Tears in Heaven - Eric Clapton
Brick - Ben Folds Five

Cat Stevens -Wild world

wait wait Cat Stevens - The frist cut is the deepest

"Good Riddance (Time of Your Life)" by Green Day
"It's Not Over" by Secondhand Serenade
"Tallulah" by Sonata Arctica

Dance with the Devil, by Immortal Technique is probably the most depressing thing ever, kinda surprised it hasn't been mentioned yet really.

Fire Coming out of the Monkey's Head by Gorillaz.

Also, Creek Mary's Blood by Nightwish is pretty sad...

good choice Hinesmdc, I also do like this song, so sad! Secondhand Serenade songs are all great!

Under the Bridge, RHCP

Loch Lomond by the Corries

Truly a heartbreaking song....

Doomsday-MF Doom

any song by Elliott Smith

Orestes - A Perfect Circle