Flamenco includes a genre called alegrías, lit. “happinesses”. The name is completely ironic.
Radiohead - Videotape
No matter what happens now I won’t be afraid Because I know today has been the most perfect day I’ve ever seen
I was more affected by their better known Pyramid Song.
I got to throw out Sufjan Steven’s Casimir Pulaski Day. Oh the weeping jags it’s inspired.
Thank you, I am now blubbering in front of the computer.
He wants his mother to hate him because he’s not worthy of her love. But, I will always love you, son!! blub blub.
This is the saddest song!
This question is asked every so often. And I always give the same answer “I’ll Take You Home Again, Kathleen”. But a contender is the '60s “There’s A New Day Coming” when its message of hope and optimism for fundamental changes in society is viewed from the perspective of 2011 and it is obvious that nothing really changed.
The song in this video is pretty sad IMO, called I think Its a Mad World or something like that. This video was an art students thesis/project and is pretty damn depressing once you figure out whats going on, which is made even worse because the video starts out all cute and interesting and you wonder whats going on. The art student used some other okay music. Then somebody else replaced the original music with whats in the link. I think its a pretty damn potent combination. Safe for work link.
I also get pretty teary eyed listening to The Wreck of the Edmund Fitzgerald. Then there is Major Tom. I was out in the yard recently working with a radio on (which I almost never do). I heard Major Tom come on so I grabbed a beer, had a seat and had myself a good cry.
Then there is that 60’s? song about the guy whose girlfriend dies in a car accident (on deadman’s curve no doubt). Its pretty shallow and sappy but there some line in there like “and thats when my baby died” that just hits me, I guess because of the way its sung.
And the saddesst of all? “She ran calling Wild Fire” or whatever that songs called. Okay, I’m kidding about that last 
Maybe not the saddest song ever… but Kate Miller-Heidke’s Caught In The Crowd had an effect on me when I first listened to the lyrics.
Will you people stop doing this to me!
I heard this song all the way through once,and could never listen to it again. I actually turned off the radio when it came on.
They’re supposed to get together at the end, but she let him down. It’s no use being sorry now. Wah!
Short, sweet, and sad -
Hank Williams at his best: I’m So Lonesome I Could Cry
And then there’s At Seventeen, by Janis Ian. And Starry Starry Night, by Don McLean. I thought the former was a powerful lament when I first heard it in the 70s.
To me, in terms of sadness nothing can beat what Israelis refer to as “Memorial Day Songs”. Here’s one of the saddest: “Winter of '73”.
The Adagio for Strings find Symphony number 3 (the symphony of sorrowful songs) by Gorecki to be extremely sad.
Seconded, especially if you interpret the song in accordance with the video. Seeing a child go through addiction might even be sadder than seeing him die.
Are you a grownup? Too bad. Your life is meaningless now. Roy Clark - Yesterday when I was young.
I clicked the link, I remembered the song, was about to close the window, and then he walked downstairs and his mother was crying over him. God, that did it. I’m glad I never caused that and I hope I never have to go through it.
“Secret Gardens of the Heart” by Judy Collins: http://crocmusic.com/track/193870/judy_collins/secret_gardens/
This one has moved me for forty years.
If you’re going the McLean route, Empty Chairsis right there, too. This is the song that inspired “Killing Me Softly,” and you can see why. I can easily identify with McLean’s thoughts here, and I suspect I’m not alone.
Another Day - This Mortal Coil(originally by Roy Harper; there’s also a Peter Gabriel / Kate Bush version)
And because last November I watched out a window at my son playing amongst the leaves while this song played:
Take Away the Load - Sandy Denny
I went from smiling to teary-eyed in 1 min, 42s.