The Smiths - Asleep is the most depressing song i've ever heard
In a good way of course

I like listening to a cd of mono and the world's end girlfriend when I'm down. It makes me bawl like a little baby. Great instrumental band(s)!

Nice bands!!

and again with the Mono/WEG collaboration.. apart theyre both pretty uplifting, but together they're enough to depress anyone.

I would listen to Closer by Joy Division, probably more depressing than Unknown Pleasures.

The Swans are pretty depressing.