Im sure these have all been said but...

Martha- tom waits
sad song- screaming jets
blowers daughter- Damien rice
no suprises- radiohead
hallelujah- Jeff Buckley/leonard Cohen
disarm- smashing pumpkins
3 libras- a perfect circle
river- Joni Mitchell
fire and rain- James Taylor
at least that's what you said- wilco

Good call on Joni Mitchell there.

Off my head songs that, in the right mood, will turn me into a blubbering mess:

Roddy Hart - Wake Up
Kate Bush - This Woman's Work
Elliott Smith - Pitseleh
The Avett Brothers - The Ballad of Love and Hate
The Mountain Goats - Game Shows Touch Our Lives
Red House Painters - Mistress [Piano Version]
Bonnie "Prince" Billy - I See a Darkness
eels - Ant Farm
The Magnetic Fields - Busby Berkeley Dreams
Okkervil River - A Stone
Why? - These Few Presidents
Trembling Blue Stars - Sometimes I Still Feel the Bruise
Tori Amos - China
Sufjan Stevens - Casimir Pulaski Day
Shearwater - Nobody
Cat Power - Colors and the Kids
Dinosaur Jr - Not the Same
Fiona Apple - Never is a Promise
The Swell Season - This Low
Califone - Funeral Singers

Fuel "Hemorrhage (In My Hands)"

always put me in a sad mood.

Great choice - Great songwriter. I would also go for either 'Right Out of Your Hands' or 'O Children'.

Can't remember if I already posted...

It's a Mother****er - EELS
Melt into the Walls - Pilate
Something I can never have - NIN
Hurt - NIN
Hate Me- Blue October
Love will tear us apart - Joy Division
My Immortal - Evanescence
Sometime Around Midnight - ATE
Please me like you want to - Ben Harper
Hasn't Hit Me Yet - Blue Rodeo
Call and Answer - Barenaked Ladies
No Woman No Cry - Bob Marley
Streets of Philly - Bruce Springsteen
Glycerine - Bush
Joey - Concrete Blonde
Misguided Angel - Cowboy Junkies
Boys Don't Cry - The Cure
Sometimes I wake up Crying - Dixie Chicks
In The Heart of the Matter - Don Henley
I will always love you - Dolly Parton Version
Wasted time - Eagles
Teacher -George Michael
F.O.D - Greenday
November Rain - Guns and Roses
Why did you mess with forever? - John Mayer
Just Like Honey - Jesus and the Mary Chain

I agree, I thought Thinking of you would be a nice romantic tune...until he starts singing about jerking off.

"John Wayne Gacy, Jr." -Sufjan Stevens.

Oh, and "Twilight" by Elliott Smith.

I'd nominate the entire tracklisting of The Sunset Tree by The Mountain Goats.... it' quite a tear jerking album when you realise the heartbreaking thread through all the songs... beautiful and wonderfully penned and incredibly insightful are other adjectives I'd use to describe it, as well as sad...

I've always found "The Long and Winding Road" by the Beatles to be sad, **** forgot this was the alternative thread, the first one that pops into my brain would be "Back to the Old House" by the Smiths. I find that a to be a sad song. Johnny Cash's version of Hurt is sad too.

Practically everything by Low has a sad, haunting quality. 'Sunflower' is one of my favourites, though.

And I second whoever just said 'River' by Joni Mitchell.