I can't believe a not single one of you mentioned Dead Of Winter by Eels. Easily the saddest song I've heard (about his mother, who he was nursing through her final days battling cancer when the song was written)

Also, nice one to whoever said This Woman's Work by Kate Bush.

She's Gone-Tindersticks.

Oh by the breeders is definetly a tear jerker

I always found the re - recorded version of "Here Comes the Flood" by Peter Gabriel to be really sad sounding... just him and a piano and some really saddening lyrics about a flood arresting a village's life... I also always used this song as a bit of a parallel to the times in my life I've felt overwhelmed and "flooded out"... but that's just my personal adaptation of it...

Tiny Vessels-Death Cab for Cutie
November-Azure Ray
I'm Your Puppet-Gregory and the Hawk

Martin Sexton - Where Did I Go Wrong With You

Cake - Long Line of Cars - I think it's about a dude that blows his head off in traffic.

Yellow - Coldplay

The original Needle of Death by Bert Jansch is easily one of the most depressing songs of all time. It is one of the only songs that have ever made me cry, in fact I can't even think of another. Eels also have a lot of very very sad stuff, it depends on what was going on in E's life when he was writing the music.

Yeah, the Eels definitely do have some incredibly sad songs in their catalogue... but E definitely had some deep dark stuff going on in his life at the time if I remember rightly... I am thinking songwriting must have been quite the cathartic experience for him in those times...

Amor for sleep- Car underwater.