Are we talking sad oir depressing–they’re *not * the same thing, you know.
Hole’s cover of “Gold Dust Woman” makes me want to curl up in a ball under the bed.
Back in ‘87, when I was depresed, I used to listen to the Wallflowers’ “One Headlight” a lot.
You mean you didn’t wanna mention The Stones’ Ruby Tuesday? 
Eva Cassidy singing Sting’s “Fields of Gold.”
Alan Parsons’ “Oh Life (There Must Be More)” (a woman commits suicide after realizing the futility of her life):
*Waves roll out
Out to sea
Tasting the saltwater
Tears upon her cheek
Morning breaks
She’s not there
Who could ever find her?
Who would even care?
*
Pink Floyd’s “High Hopes” (interpretations vary, but I’ve always seen it as a regretful look back at the carefree days of childhood by a middle-aged man who realizes too late that he’s been chasing the wrong dreams):
*There was a ragged band that followed in our footsteps
Running before time took our dreams away
Leaving the myriad small creatures trying to tie us to the ground
To a life consumed by slow decay
*
Evanescence’s “Hello” (which gets even more depressing after you find out that it’s about her little sister who died when they were both children):
playground school bell rings again
rain clouds come to play again
has no one told you she’s not breathing?
hello i’m your mind giving you someone to talk to
hello
I’ll second that “Mad World” cover, and a lot of songs by the Smiths and Morrissey, solo.
More specifically, “The Boy with the Thorn in his Side” is one of the saddest.
It’s less than a year old, but I sincerely believe “Casimir Pulaski Day” by Sufjan Stevens will be turning up on lists like these for years to come.
Achingly sad.
Depressing Song Thread #1
Depressing Song Thread #2
My contributions in those two threads stand.
I will add Metallica’s “Unforgiven” and “Fade to Black” to the mix.
I came in to mention “Mad World” too, but since it’s already been said, I give you:
The Wreck of the Edmund Fitzgerald
How soon is now? is a good dose of misery from Manchester’s finest:
*
There’s a club if you’d like to go
you could meet somebody who really loves you
so you go, and you stand on your own
and you leave on your own
and you go home, and you cry
and you want to die*
Great, great song
Is your usrname a Bonnie Prince Billy reference vivalostwages? Old Billy has knocked out some bleak tracks in his time: You will miss me when I burn, I see a darkness, riding etc.
Oh: a couple more, by Assemblage 23:
Fallen Down
and
30KFT
*Hello, if you’re there pick up the phone
I’m calling from 30,000 feet above you
The captain’s just informed us that our plane is going down
So I’m calling for one last time to say I love you *
(snip to avoid posting entire lyrics)
*
I’m sorry most of all I won¹t be there when you grow old
To be there by your side and keep you warm when you are cold
Forgive me, but I think my time is drawing to a close
So I’ve one last thing to tell you now before I have to go *
I…*
“Gates of the Country” by Black Lab
“Last Kiss” by some band from the fifties, later covered by Pearl Jam although I don’t like their version
The lyrics to “Glory Days” by Pulp are kind of depressing, although the song itself is upbeat.
I’ve got some good ones:
An obscure depressing song: D.O.A. by Bloodrock
A depressing song where the melody is more depressing than the lyrics: Some Other Place by the Alan Parsons Project.
The Endand Riders on the Storm by The Doors—The Doors probably have a lot more depressing songs.
Something’s Always Wrongby Toad the Wet Sprocket
I Come and Stand at Every Door by The Byrds
With the exception of how it was used in Trainspotting, this seems like a very nice, sweet love song.
Somehow, although that song always makes me think of the worst case of unrequited love of my life, it never gets me down. And of course, I love it so much that I used it for my user name.
I am one sick puppy.
Two that leap to mind:
“State Trooper”- Springsteen, though I’ve only heard the Steve Earle version.
Maybe you got a kid, maybe you got a pretty wife,
the only thing that I got’s been botherin’ me my whole life
Mister state trooper please don’t stop me.
“Tomorrow Wendy”-Andy Prieboy, though I’ve only heard the Concrete Blonde version.
But God says jump, so I set the time
'cause if he ever saw her, it was through these eyes of mine
and if He ever suffered
it was me who did His crying…
Hey, hey, good bye…
My forte`!
Have you heard Marianne Faithfull’s cover of Ruby Tuesday? Worth a listen.
Mentioned in a recent thread (but which thread?) and I don’t recall the artist – Once You Understand. It’s about a dad’s reaction to the police telling him his son has died of an overdose.
Things get a little easier
Once you understand.
Rainy Days and Mondays, the Carpenters. I started crying when I first heard this song when I was… 5, I think.
I considered DOA, as well as Cat’s in the Cradle. And almost the entire album of John Prine’s The Missing Years ranks up there.
But if you want something obscure and depressing which is completely instrumental, try the 13 minute Threnody For Souls In Torment by the Robert Fripp String Quintet. Maybe terrifying is a better word - listening to this piece, with no words at all, is like experiencing hell firsthand.