I have to mention Michner’s Poland. 1000 f-ing years of conquest, rape, murder, torture and depravation. Nothing good ever happened in Poland.
And Garp was no walk in the park. As they were coming down the driveway, with the headlights off, I was all like, Oh no you di-int!
But he did.
The Book of Sorrows is by Walter Wangerin, Jr.
I read Johnny Got His Gun right after I finished Run Silent, Run Deep.
The denouement of the latter? An American submarine avoids a Soviet submarine because the American sub just heard another American sub die.
shudder
Wisconsin Death Trip by Michael Lesy.
What about the short story I Have No Mouth and I Must Scream?
Also Taylor’s History of the First World War
Dennis Lehane’s ** Mystic River **
I read mysteries because the resolution reafirms a sense of order in the world.
But this one leaves you feeling worse. When the initial kliing is solved, you realize you had all the information from the very start. But the real tragedy is how all the characters are trapped within their own self and how that forces the subsequent events. I’m sure Clint Eastwood does a wonderful job with the movie, but I don’t think it will ever give me the profound sense of dis-ease as the book.
Run Silent, Run Deep takes place in the Pacific during WWII, when to the best of my knowledge Russia did not have any subs. The advasery in RSRD was “Bungo Pete” a Japaneese Destroyer skipper. From the Amazon review of Dust on the Sea (1st sequal to RSRD)
IIRC correctly Dust on the Sea ends with an American sub sinking, both torpedo rooms flooding, no way to surface, and the sinking sub still in contact with Rich Richardson’s boat.
::: Rick wanders off to his bookcase:::
AND DEAL WITH ALL OF IRVING’S MEANDERING CRAP! 
I wasn’t an Ethan Frome fan either.
Absolutely! And you’re spot on about what’s the most depressing about it. It’s an incredible book and I would recommend it to everyone, but know what you’re getting yourself into.
I’m not sure if Saramago won a prize for this book in particular as well, but he won the nobel prize for literature not too long ago.
I thought about mentioning Garp and John Irving in general, but his books are too goddam funny to be really depressing. He catches the utter absurbity and uselessness of the individual life, yet also the idea that people should still live their lives to the fullest.
Because in the World According to Garp, we are all terminal cases.
“The Green Mile” by Stephen King ends up with everyone dead except the narrator.
OK, I’m done thinking about Annette Benning in “The Grifters.”
My contribution: Billy Budd
Yow. Thank you for spurring my memory, Dr. Recently read a novel based on or inspired by Wisconsin Death Trip- Stewart O’Nan’s A Prayer for the Dying. Gee, but that was a fun one!
Small-town sherriff watches his entire town drop dead one-by-one of a plague–including his wife and infant daughter, both of whom he keeps dressed and snuggles with long after they’re dead and his mind is gone–only to discover at the novel’s conclusion that he was the asymptomatic carrier and singlehandedly infected everyone.
I would not have thought it possible to portray as much death and catastrophically bad luck in a story, but to his credit, the author does it in an extremely unhistrionic way. Just one horror piling on top of another in quiet, stripped-down prose. You close the book feeling like someone just punched you in the chest.
Hans Christian Anderson is massively depressing – he gave his fairy tales depressibng endings even when there was no obvious reason to – it’s not like he was retelling traditional stories, he was making these up. Why, for instance, do the Steadfast Tin Soldier and his ballerina have to die in the fireplace after overcoming all their obstacles? Or the Little Mermaid see her hoped-for romance go down in flames after all her travails. I’m actually glad Disney changed the endings on these to happy ones, because Anderson’s seem so arbitrary and artificial! And don’t get me started on The Little Match Girl…
Actually, the part I like about Tolstoy’s description of the battles and histopry is his describing it in mathematical terms – he sees history as a “calculus” which integrates the “differentials” (people) together to get a grand sum. It’s actually a sort of Statistical Mechanics view of History, kinda like Isaac Asimov’s Psychohistory. Asimov’s “Foundation” series was supposed to be inspired by Gibbon’s Decline and Fall of the Roman Empire, but I wonder if he didn’t lift this part from Tolstoy.
But, I dunno, despite all the death and destruction, I don’t find War and Peace anywhere near as depressing as the other things in this thread!
Other depressing books:
A Death in the Family by James Agee. Had to read it in high school. It’s about what the title says, and is interminable.
The Beast in the Jungle – Henry James. I’ve found Henry James incredibly tough going. He writes super-compound sentences that go on for days, and cover several pages. His novels are incomparably slow-moving and dull. The title of this one gives you some hope, but it’s bait-and-switch. It’s a metaphorical Beast. This is a novel in which Nothing Happens. The whole point of it is that Nothing Happens. But it takes so damned long to not happen!
The Death of Ivan Ilych – Tolstoy (I think) I once saw a cartoon entitled “Despondent Russian Novelist Committing Suicide by Leaping from atop his Suicide Note”. Perfect illustration for this one, about a Russian slowly dying of a stomach injury. Very shortly after you start it, you find yourself favoring the idea of Assisted Suicide.
I’d like to nominate Fight Club. An unrelieved descent into chaos, anarchy and madness.
Franz Kafka’s The Trial. The protagonist is indicted for a crime, and his accusers never tell him what he supposedly did. He spends the rest of the book trying to deal with soulless bureaucrats who won’t budge an inch because it’s not in their job description. Distopia. 
Depressing, yep. But when I was a suburbanite, middle-class kid and I read these for the first time, I was just stunned. I had no idea that fairy tales could be written like this; I just assumed everything was Disneyfied. True, you had books such as Paterson’s Bridge to Terabithia and Smith’s A Taste of Blackberries, but the overall theme for those sad books were somewhat uplifting in that they implied hope and personal healing. Not Andersen’s tales: his were raw and bleak (stories such as The Ugly Duckling, The Snow Queen, and Little Claus and Big Claus aside).
I suppose Andersen wrote that way in some of his stories because he led a fairly unhappy life himself, filled with unrequited loves and much ridicule as a child. Life wasn’t Disney for him, and it obviously came across in his writings. Good stuff. Not always happy stuff, but good stuff. 
Omigod, I couldn’t disagree more—I loved Andersen’s depressing endings! The whole point of The Little Mermaid was that she gave up her life and her chance at a soul in order to make the man she loved happy with his new bride, *and he never even knew it! * I’ve never seen the Disney version and never want to.
I’ve a few:
The Heart is a Lonely Hunter by Carson McCullers - suicide, racism, depression, loneliness. Fun stuff!
A lot of Hemingway’s books end on down notes, e.g. The Old Man and the Sea and For Whom the Bell Tolls.
Then there’s the Bible. There’s a lot of boody murder and wrath of God, and then, well, I don’t want to spoil the ending, but let’s just say it involves a fiery pit and a lot of gnashing of teeth. Hoo boy!
I love Geek Love. It’s one of my favorite books. But yeah, it’s pretty depressing. To me, the most depressing part is the life of poor Chick.
The Little Mermaid I can understand – we’ve all felt that way at some point, and I suppose it’s cathartic. And I have to admit that Disney changing it bothered me somewhat. But the sad ending on The Steadfast Tin Soldier has always bothered me as incredibly gratuitous unhappiness. It’s not set up or implied in the previous story, and seems as if tacked on just to make the ending sad. It’s like that hypothetical SF story that L. Sprague de Camp complains about in his writer’s handbook, where, after all their efforts to raise the spaceship, fix it, and take off from the planet they’ve been stranded on finally succeeds, the author has the ship totalled by a meteor “just to show how cynical he is”. When I saw the Disney adaptation of TSTS in Fantasia 2000 I had not a glimmer of annoyance that they changed the ending.