“Maxwells silver hammer came down upon her head…”
Pulaski by Drive-By Truckers
Cheerful little ditty about a small-town gal that goes to the big city and comes back home in a box.
There’s a book by Tom Reynolds,I Hate Myself and Want to Die: The 52 Most Depressing Songs You’ve Ever Heard. Breakup songs,teenage car crash songs, depressing songs about depressed people - you name it.
As for songs speficially about love/relationships, try
*Ruby, Don’t Take Your Love to Town
(I’ll Say) Goodbye to Love
You Don’t Bring Me Flowers*
Which reminds me of Casimir Pulaski Day by Sufjan Stevens
I’ve been sitting here clicking on the songs. Man, I’m depressed now 
“Dark” Al Yankovic
Neko Case “Star Witness”
Though really she’s got a ton of them.
ETA: you’ll probably get more songs in Cafe Society. You might want to ask a mod to move this.
Seems like there was a period during the 70’s where death-oriented top 40 songs were a thing. Like ‘Seasons in the Sun’ and ‘Billy, Don’t Be a Hero’. Probably several others too.
Never sure where this kinda thread belongs. If it warrants moving, please Mods, go ahead.
“Run, Joey, Run”
Ozzy Osbourne’s No More Tears
On the surface, it sounds like a breakup song, but Ozzy’s phrasing makes it sinister. It’s more like a stalker’s litany to his victim after he kills her.
Here’s Stan Rogers Canadian classic about a pirate who loses higs legs at sea
Excitable Boy by Warren Zevon
woah.
Any song that starts with sirens and ends with gunfire is not something to sing around the fire at church camp.
Even worse, when I was young I misheard the lyrics as “Strummin’ my face with his fingers”.
Lyle Lovett’s L.A. County sounds like it’s going to be a cheery song, but it takes an unexpected turn, yet never changes the uptempo.
He Stopped Loving Her Today. Morbid, bittersweet, etc.
I Hung My Head, Johnny Cash.
Ooh. ‘Long Black Veil’
Lost of folks sang it. Lefty Frizzell wrote it I think.
#7 Chefguy already said it.
Wiki says: “Long Black Veil” is a 1959 country ballad, written by Danny Dill and Marijohn Wilkin and originally recorded by Lefty Frizzell.
I always thought it was an old folk song.
I like this version: Sally Timms