*Radiohead - How to Disappear Completely *
I read in an interview that it was about a dream… But I always interpreted it differently. A part of the song goes “that there, that’s not me” and the chorus goes “I’m not here, this isn’t happening” which i could almost relate to when i was really depressed.
*Godspeed You Black Emperor! - Moya *
Its instrumental. I just like it.
I can’t believe I read through four pages of this thread and noone mentioned
Bob Dylan - The Ballad of Hollis Brown
Bob Dylan - North Country Blues
Or any of the other songs on The Times They Are A-Changin’ (which includes Boots of Spanish Leather, possibly my favorite song ever and a pretty damn depressing one too)
Or how about
The Beatles - For No One
If i WANT to be depressed i listen to…
“Missing you” from the Romeo and Juliette Soundtrack by Des’ree
“Seprate Lives” by Phill Collins (cheesy but oh well)
“I Don’t Have the Heart to Love you” i forget who it was by…jeffrey someone
“December” by Expose (again…sorry for the cheese)
and the song from Ally McBeal, sung by Josh Groban for the girl he wanted to bring to the Prom…his voice makes me so sad during that song…
and finally (for now) Karen Carpenter’s voice on “Superstar” makes me weep, and the end notes of the song are the saddest things ever…and i think it is all because of VH-1’s 100 greatest women of rock and roll…they ended her segment with that song, and i get teary everytime i hear it. 
A second for “And the Band played Waltzing Matilda” and also
“Willie McBride” by Eric Bogle.
“My Old Man” by Steve Goodman
“Dakota” by Christine Lavin
It doesn’t matter how many times I listen to these songs, I still
mist up every time I hear them.
Entire Lyrics here:
depressing is not the word:
Is That All There Is?
sung by Peggy Lee
SPOKEN: (Music in the background)
I remember when I was a very little girl, our house caught on fire. I’ll never forget the look on my father’s face as he gathered me up in his arms and raced through the burning building out to the pavement. I stood there shivering in my pajamas and watched the whole world go up in flames. And when it was all over I said to myself, “Is that all there is to a fire”
SUNG:
Is that all there is ? Is that all there is ?
If that’s all there is my friends,
then let’s keep dancing
Let’s break out the booze and have a ball
If that’s all there is
<snip>
SPOKEN:
I know what you must be saying to yourselves, if that’s the way she feels about it why doesn’t she just end it all? Oh, no, not me. I’m in no hurry for that final disappointment, for I know just as well as I’m standing here talking to you, when that final moment comes and I’m breathing my lst breath, I’ll be saying to myself
SUNG:
Is that all there is, is that all there is
If that’s all …
<snip>
This song, Loving Arms, written by Tom Jans, and covered by just about everybody:
If you could see me now
The one who said that he’d rather roam
The one who said he’d rather be alone
If you could only see me now
[Chorus]
I’ve been too long in the wind
Too long in the rain
Taking any comfort that I can
Looking back and longing for
The freedom of my chains
And lying in your loving arms again
** Do you love me?** by Nick Cave and the Bad Seeds. I find it very sad.
“Emmaline” buy Hot Chocolate and “Things I’d Like to Say” by New Colony Six
Time by the Alan Parsons Project. Just because it coincided with a sad episode in my life (having to leave the girl I had just fallen for, and losing my best friend because of it).
I would have to say:
Radiohead - Fake Plastic Trees
Pearl Jam - Release
Grateful Dead - Brokedown Palace
Lynryd Skynrd - Simple Man
R.E.M. - Everybody Hurts
Janis Joplin - Me and Bobby McGee
Temptations - Papa Was A Rolling Stone
Actually, the first song that came to my mind was “Slipping Through My Fingers”, also by ABBA. But then, I’m a parent. It’s a mother singing about how her daughter is growing up, and she didn’t spend enough time getting to know her child.
I just saw “Mamma Mia” in San Francisco, and both songs were sung, but somehow neither were as sad as the original versions.
The Last Unicorn by America
Why does my heart feel so bad? by Moby
Someonw to watch over me various artists
Alright, I’m a big softie. Sue me. 
I tear up EVERY time I hear Elton John’s “Candle in the Wind.”
-pinks
Remember the Feeling Chicago
And So It Goes Billy Joel
Total Eclipse of the Heart Bonnie Tyler
When the Children Cry White Lion (Okay, okay, I remember it being sad in middle school. :))
Agreed! Or should it be “Agreed. :(”
Hmm… saddest songs. Many good ones already listed, I’ll add:
“My Father” by This Mortal Coil
“Sanvean” by Dead Can Dance
“Only Human” by Heidi Berry (or the Hope Blister cover)
“I Love My Leather Jacket” by the Chills
“Midnight” by Yaz but that’s embarassing to admit.
Spiritualized’s “Ladies and Gentleman” album should be sad, the entire album is a plea to Jason Pierce’s ex-girlfriend to come back to him… and she didn’t. Married Richard Ashcroft from Verve.
Along those lines you could try “Her Handwriting” by Trembling Blue Stars, another entire album devoted to one woman who quit the band and the relationship at the same time. Mr. Wratten had better success than Jason Spaceman though… he got her to rejoin the band at least, if not the relationship.
As for Kate Bush, I always thought “This Woman’s Work” was uplifting, not sad. “Never Be Mine” or perhaps “The Fog” are much more miserable, but the whole of “The Red Shoes” takes the cake… a jaded Kate Bush is a bitter, bitter pill.
The kings of sad I would say… Nick Drake, Scott Walker, Tim Buckley, Alex Chilton, and Morrissey. Nick Drake wins for most sad songs written about him… I can think of “Life In A Northern Town” by Dream Academy, “Salamander” by Louisa John-Krol, and “E.N.D.” by Roy Montgomery. There’s no doubt many more.
And oh yes, that fabulous “Mad World” by Gary Jules is a cover of an old Tears for Fears song… and they put “Head Over Heels” in there as well!
-fh
Chemical Bros- One Too Many Mornings
Moby- Why Does My Heart Feel So Bad?
Basement Jaxx- Stop 4 Love
Full Intention- I’ll Be Waiting
Bent- Always
Coldcut- Autumn Leaves
but the song guaranteed to make me cry everytime is-
They Might Be Giants- Man It’s So Loud In Here (even though it isn’t a sad song… it makes me sad)
“He stopped loving her today” George Jones
Harry Chapin’s " A Better Place to Be", yhe only song ever to make me cry.
( live version, of course )
Got that right. My vote for the truly saddest is The Shortest Story, about an infant born into poverty who slowly starves to death–told in first person, no less. Featuring the immortal closing couplet:
Above me, a bird crawls slowly across the sky.
Is there anything left to do but die?