A Perfect Circle - The Noose
Marilyn Manson - Man That You Fear
I give a second to Nine Inch Nails - Something I Can Never Have
Anything by Leonard Cohen
Portishead - Glory Box
Vic Chesnutt - Distortion
Radiohead - Talk Show Host
I was a goth back in the day, I could go on for days.
Erek
Bad Moon Rising, by Creedence Clearwater Revival:
I see the bad moon arising.
I see trouble on the way.
I see earthquakes and lightnin’.
I see bad times today.
Chorus:
Don’t go around tonight,
Well, it’s bound to take your life,
There’s a bad moon on the rise.
I hear hurricanes ablowing.
I know the end is coming soon.
I fear rivers over flowing.
I hear the voice of rage and ruin.
Chorus
All right!
Hope you got your things together.
Hope you are quite prepared to die.
Looks like we’re in for nasty weather.
One eye is taken for an eye.
Foot-tappin’ catchy tune though!
I think it has more to do with the way he sings it, rather than the lyrics and the music, itself – but count me in with the “this song makes me want to slit my wrists” crowd.
Here’s my top 3 (or 4 
):
“Vincent” by Don McLean makes me want to cry.
“Perfect Day” by Lou Reed makes me want to die.
“October” and “Hello” by Evanescence both make me wish I was never born.
Johnny Cash’s If I Give My Soul is pretty damn sad and futile. Also, Elvis Costello’s Indoor Fireworks is another reminde ro grim things I’d rather not dwell on
mm
Hrm…I didn’t find that song to be depressing. Sounded a little upbeat to me…guess I just can’t recognize it in his voice.
Old Friends / Bookends, by Simon and Garfunkel
I also think that the start of One Of My Turns by Pink Floyd is depressing, though the rest of it doesn’t keep the same mood.
Hrm…and one more
The Gunner’s Dream, by Pink Floyd
Specifically, this part
Though it’s more the way it sounds than the actual lyrics.
My favorite depressing song is Suzanne Vega’s The Queen and the Soldier. It’s a love song, and the courting is successful, too. Then the enamorata chooses to be alone, because it’s less scary.
Another one I really like is a song I’ve only heard from a 60’s folk group: The Serendipity Singers. I believe the title is Sailing Away. Without posting the whole song, it’s a sailor’s lament. The last verse is:
I’d always liked the song, but after a g/f experience that would have been improved by the presence of a Dear, John letter, it took on a whole new meaning for me.
The song is even sadder if you take it literally, and not as a metaphor.
Through the window behind me I can see the Camphor tree planted by my late wife and me.
Also sung (and I think written) by Billy Joe Shaver. And made even more depressing since, during one year he lost his wife and mother to cancer and his son killed himself.
Maggie May by Colin Hay… sad, sad tune… Always gets me.
Hey!
It is a sad song.
This isn’t the MOST depressing–it’s more poignant than anything, but Billy Joel’s This Is the Time to Remember.
Love that song–but it’s like he has looked ahead and seen that there is no future for them-so treasure today, while it lasts.
<blows nose>
I think Landslide is somewhat melancholy, but depressing? Uh-uh.
Eva Cassidy’s cover of Fields of Gold is also moving, but not too sad.
Ok-so all the good ones are taken.
Tom Lehrer’s We Will All Go Together When We Go ? 
Bonnie Raitt also covered “Louise,” a song about the sad, short life of a woman of easy virtue. I like Leo Kottke’s version better.
“Men brought Louise ten-cent trinkets
Their intentions were easily traced.”
I think it’s desperately sad, with lines like:
Considering her days still left were so incredibly short. Gah. I’m almost crying just thinking about that damned song.
If depressing means “wallowing in self-pity” I nominate Linda Ronstadt’s Long Long Time .
There’s also Skinny Legs by Lyle Lovett.
Lucky Man by Emerson Lake and Palmer…anti-war depressing song
I’m going to nominate the whole cd Fallen by Evanescence.
‘End of the Rainbow’ by Richard Thompson - it’s a lullaby:
“Life seems so rosy in the cradle
But I’ll be your friend, I’ll tell you what’s in store
There’s nothing at the end of the rainbow
There’s nothing to grow up for any more”
The verses are even more depressing.
The Smiths have a bunch of them, although they’re all sort of humorous, in a tongue-in-cheek kind of way. But What She Said is the one I usually think of as being the saddest:
“What she said, how come no one’s noticed that I’m dead?, and decided to bury me, god knows I’m ready.”
“What she said, was not for the job or lover that she never had.”
“What she said was sad, but then all the rejection she’s had, to pretend to be happy could only be idiocy.”
“What she said, I smoke because I’m hoping for an early death, and I need to cling to something.”
1. Bonnie Raitt’s version of “Angel From Montgomery”
The Doors “The End”
Gary Jules version of “Mad World”
Grateful Dead “Looks Like Rain”
*woke today, and felt your side of bed
The covers were still warm where you’d been layin’
You were gone, my heart was filled with dread
You might not be sleeping here again
It’s all right, 'cause I love you
And that’s not gonna change
Run me round, make me hurt again and again
But I’ll still sing you love songs
Written in the letters of your name
And brave the storm to come
For it surely looks like rain*
Bonnie Raitt again, with “I Can’t Make You Love Me” (grabbing the razor now)
Gordon Lightfoot “If You Could Read My Mind” my heart hurts when I listen to that one
Buddy Holly’s version of "I Guess It Doesn’t Matter Anymore
The Stones “Wild Horses” & “Angie”
Simon & Garfunkle “April Come She Will”
John Lennon “Mother”
Floyd “Comfortably Numb” aw hell, every song on “The Wall” sends me into a tailsping.
Bob Dylan "“Visions [COLOR=Blue]Of[/COLOR] Johanna”
Peter Gabriel “Washing of the Water” & “Come Talk to me”
Damn you all. I was already depressed and now I’m sitting at my computer teary-eyed.
Yet Another Nomination:
Joni Mitchell, “Harry’s House / Centerpiece” from The Hissing of Summer Lawns. Actually the whole album has teeth in it to pull you down a bit, but this is pretty much the culminating track.
Depends on how far you want to go back. If you travel to 1941 you’ll bump into “Gloomy Sunday” performed by Billie Holliday. Here’s just a portion:
Sunday is gloomy
With shadows I spend it all
My heart and I have decided
To end it all
Soon there’ll be flowers and prayers
That are said I know
But let them not weep
Let them know
That I’m glad to go
Death is no dream
For in death I’m caressing you
With the last breath of my soul
I’ll be blessing you
Gloomy Sunday
The writer, Rezso Seress, jumped to his death in 1968
Pansy Division’s Denny is the most depressing song I have ever heard. I changed the genre and artist in itunes just so it won’t get accidentally played. It depresses and angers me to the point is is difficult to do anything but stew quietly, so I just don’t think about it, if I can help it.