Yeah, that one is great. Inspired by that is “And the Band Played the Star-Spangled Banner”
“As I watch the parade pass the river
I remember the day that I marched off to war.
I was one of the lucky, I shiver,
Who never once stopped to ask “What’s it all for?””
Didn’t read all the thread, but my answer is always Kilkelly.
I cannot hear this without getting something in my eye. And this is not my favorite version, but screw you - it’s tough to search under these conditions.
This is a pretty awesome version, though.
So many great answers. Aside from The Band Played Waltzing Matilda, which was probably my first favorite “sad” song, some tragic tunes I love are:
Keep Me In Your Heart by Warren Zevon (this was already mentioned).
Racing In The Street by Bruce Springsteen (also already mentioned). Springsteen has a lot of sad songs with similar themes, but I think this one is the winner for emotional whallop. It’s a little wordy, but I also love Highway Patrolman (I think that’s the one), and Used Cars off of his Nebraska album.
Ne Me Quitte Pas by Jacques Brel. There’s a popular English “translation” called If you go away, but it changes the tone of the song completely; the original French is painstakingly tragic. Some of it from probably shaky memory: “They say there are deserts that will bloom years after the last rain has fallen; fields that will grow after turning to ash . . . Let me be the shadow of your shadow, the shadow of your hand, the shadow of your dog, but don’t leave me, don’t leave me, don’t leave me”
It Makes No Difference by The Band doesn’t have the complexity or depth of some of the others listed, but it’s got an honesty that never fails to get me (their studio recording of it is the best version by far).
“Hackensack” by Fountains of Wayne. Just as pathetic as pathetic can be…
I could have sworn that I had already replied to this thread, because I would have mentioned this one. I especially like Garrison Keillor’s reading of it.
(psst . . . it was the song that inspired the OP 
).
I’ve never heard Keillor’s version; I’ll have to check it out. My favorite has always been from a Tommy Makem/Liam Clancy album I have.
Right you are on the OP. I don’t know if Keillor ever did a recording of it as such, but he did a version or two on APHC at one time or another.
The version I have in my YouTube Favorites is The Band Played Waltzing Matilda - John McDermott
I just had to find out what was confusing me on this.
The saddest song in the world
09-03-2002, 07:56 AM
jjimm
Today 07:20 AM
by Spoke
224 6,846 Cafe Society
My post there didn’t even mention The Band Played Waltzing Matilda – but should have. 
Yeah, someone zombified my 9-year-old thread.
Because the Origami: Because the Origami - 8in8 on Vimeo
Right up there with The Cat’s in The Cradle, but especially hits hard because I’m the parent of an emotionally disturbed child.
Neko Case, South Tacoma Way. - YouTube
And also two by Carrie Underwood, Temporary Home and Just a Dream.
And one more, Love Lives On.
Define sad - I get teary every time I hear Joey Ramone sing “What a Wonderful World”, if only because he knew he was dying when he recorded it, and you can hear it in his voice. Ditto for Cash’s cover of “Hurt”.
As for saddest song regardless of context, i have to go with “Holland, 1945” from In the Aeroplane Over the Sea" by Neutral Milk Hotel. It gets me every time, especially since it’s the most upbeat song on the album:
“And here’s where your mother sleeps
And here is the room where your brothers were born
Indentions in the sheets
Where their bodies once moved but don’t move any more
And it’s so sad to see
The world agree
That they’d rather see their faces fill with flies
Oh how I’d want to keep white roses
In your eyes”
Wow this thread completely killed an afternoon and I have only listened to half the links in it. It is interesting to see what moves people. It is always great to read that someone else is touched by the same music you are, but it is even better to be introduced to something new.
I will add Antony Hegarty singing Candy Says. My favorite is a live version from Lou Reed’s Animal Serenade without Lou croaking through the chorus but I cant find it. Antony has the voice of an angel and puts his soul into it.