Smashing Pumpkins are really depressing, but I love them. I don't usually like sad music, though.

Alice In Chains are pretty depressing too.

Placebo.
Brian Molko looks and sings like a *** tho

simon and garfunkle

From this poll I chose Death Cab, but mostly because it has accidently been playing when I was in a depressed mood. Not because they are necessarily depressing.

Dead Meadow. They make me feel like doing heroin.

The Cure-Wish is one of the most depressing songs that I have ever heard!

NIN inch nails for me. I don't know how anyone can call the sound of a motorbike starting, music. Well that's what it sounds like to me.

This poll is totally missing doom metal which probably contains the most depressing music. Cathedral, My Dying Bride, Katatonia, Thergothon... it's all there.

Anyway, from that list I'd definitely take Alice in Chains. Layne's vocals are quite depressing and so perfectly pulled off.

Virtually all maintream radio music since the early 80's. That was easy.

Joy Division has always done it for me.