John Doe No. 24 by Mary Chapin Carpenter.
Okay, country fans, I agree on “Don’t Take the Girl.”
Winona’s “Is It Over Yet?” is a killer. Mary Chapin Carpenter has a big bunch of them that get me weepy. Her rendition of “10,000 Miles” kills me ever since I saw it in “Fly Away Home.” sniffle “Only A Dream” reminds me of my two friends who are siblings and how close they are. gropes for tissue “When She’s Gone” is such a good one about the indifference of an uncaring mate.
Must go be sad somewhere now.
I have to agree with you on “10,000 Miles”…that’s quite possibly one of the saddest songs I’ve ever heard. Velvet Underground has some pretty depressing stuff too. And of course just about anything by Radiohead is enough to make a normally manic person want to crawl into a hole and die…but maybe that’s just me 
There’s a song from “This Mortal Coil” sung from the perspective of a wee girl that died in Hiroshima… wait… ah yeah… “I come and sing at every door…”. Definite downer , that one.
“Fade to black” from Metallica, though that is more of a “sturm und drang” kind of thing for teenagers. 
“Spring” from Vivaldis for seasons, cause that’s the song played in the church when we buried my brother. (Stupid mofu had to go and die on us, ruining that up-beat piece of classic… uch… got something in my eye… pass me that bottle of Jameson, will ya… )
Brick by Ben Folds Five. I think the line “6am, Day after Christmas” is one of the most descriptive yet brief lines ever written.
As a father of two girls, I find Paul Simon’s song Father and Daughter to be quite poignant.
Because it reminds me of a high school friend that commited suicide, The Pass by Rush. In particular, the following lyrics:
It’s not as if this barricade
Blocks the only road
It’s not as if you’re all alone
In wanting to explode
Someone set a bad example
Made surrender seem alright
The act of a noble warrior
Who’s lost the will to fight
Last, but definitely not least, The Star Spangled Banner. (So shoot me, I’m very patriotic!) When they get to the line, “Oh say does that star spangled banner yet wave?” I get pretty choked up.
I’ll add “I Married Her Just Because She Looks Like You” by Lyle Lovett. The title sounds like a parody of a country song, but it’s a sad song about love lost and the consequences of behavior.
Lovett’s “Nobody Knows Me” is also up there among sad songs.
Bernadette Peters’s rendition of “You Can’t Get a Man With a Gun” from “Annie Get Your Gun” is also extremely sad. Most people know the Ethel Merman version, but Peters slows down the tempo, changing it from a fun ditty to a sad song about how your own character can be a hindrance.
“Bronx Lullaby” by Tom Waits. I saw/heard this on IFC in a documentary, the song’s less than 2 mins long. It’s about a wanderer who’s singing to his dead baby who’s buried in the snow but now in heaven. and he’s be in some other town soon.
Emerson, Lake and Palmer’s “Daddy” another song about a dead child. This one is a daughter that was kidnapped, they found the kidnapper/killer but the killer doesn’t remember where he burried the body.
“Two Suns in the Sunset” by Pink Floyd. Roger Waters haunting voice singing/yelling “You have no recourse to the law any more” and the sound of a child yelling “Mommy! Daddy!” Roger Waters then sings/says
“The rusty wire that holds the cork that keeps the anger in Suddenly gives way and it’s day again.”
Roger Waters “Three wishes” Another song about the loss of children and loved ones.
These songs (and others to be sure) have never failed. I would sob knowing that losing a child must be one of, if not THE, worst thing a person could live through. I wish I’d never found out just how right I was.
Dusty Springfield singing I Can’t Make it Alone, on the magnificent Dusty in Memphis album. It is so heart-wrenching… I love it.
A few more in the Country category:
Michelle Wright’s “He Would Be Sixteen.” Middle-aged woman driving past high school during football game wonders what happened to the son she gave up for adoption when she was in high school herself. Especially poignant is the juxtaposition of Wright’s strong vocal on the line “Does he drive a car by now?,” followed by a small pause before she shakily whispers, “Has he been in love?”
Kathy Mattea’s “Where’ve You Been?” Wife’s silly little question to husband when he gets home from work every day takes on a whole new meaning when they are both elderly, hospitalized, and in separate rooms; and the husband somehow manages to get to his wife’s room for one last visit.
And yet another vote for Collin Raye’s “Love, Me.”
“Heaven Better Save Some Tears” by Horace Loeb. 
Ever since I watched the movie IMAGINE, the last chord at the end of “A Day in the Life” (Beatles, for those who don’t know) gives me a strange, strange feeling inside.
Wow! This thread got even more replies than I expected, I made two pages!
Some nice picks, it even urged me to download Cat People, I’ve never heard of them, but I definitly like it.
Thanks guys
There were those who came to power
Through domination
They were bonded in their worship of a dead man on a cross
They sought control of the common people
By demanding allegiance to the Church of Rome
And the Pope he commanded the Inquisition
As war against the women whose power they feared
In this Holocaust, in this age of evil
Nine million European women, they died
And the tale is told of those, who by the hundreds
Holding hands together, chose their death in the sea
While chanting the praises of the Mother Goddess
A refusal of betrayal
Women were dying to be free
CHORUS
Isis, Astarte, Diana, Hecate, Demeter, Kali, Innana
My fav version is by Christy Moore
I guess it was inevitible. Some folks gotta “witness” no matter what forum it’s in. (Yeah, I know it’s not witnessing for christ, but this is Cafe Society ya know?) Ah, hell, whatever makes ya sad I guess. Didn’t you ever lose a love, or see your dog run over, or stub your toe, or… ?
Never mind me. I’m just bein’ a :wally .
Oh my… so, so many tearjerkers that I keep on my winamp list.
Ashes of San Miguel both by The Peacemakers. Its about him taking a ride from Arizona to Mexico with his best friends ashes riding shotgun in the car… seeing all the places they used to hang out at and he asks
but there’s one part in particular that says
It reminds me so much of what it feels like to lose a friend… I’m getting a lump in my throat just talking about it.
Hey Jupiter by Tori Amos gets to me
Kept this cdon repeat for weeks after my hardest break-up. Bawled constantly.
As far as country goes, Love, Me and Don’t Take the Girl are definitely at the top of the list.
I also find Reba’s song, “If I Had Only Known” to be immeasurably sad.
Ooh! Honorable mention to Getup Kids for Valentine.
Okay… I’m going to go curl up and cry now.
I’ll miss you. . . me. . .
By the way, songs are the keys that get our tears out of eye jail.
Cat’s in the Cradle is my number one saddest, but Circle Game by Joni Mitchell always brings a tear to my eye, too.
I can’t make it through the cd Christmas Eve and Other Stories by Trans-Siberian Orchestra without crying. Usually Ornament gets to me, it’s a father singing about his daughter who has run away and his feelings of guilt about it. If I make it through that, two songs later is Old City Bar and that gets to me every time. That’s in a feel good kind of way though.
Hallelujah, the Jeff Buckley version.
You’re Still You by Josh Groban
Spoons - good call on Where Have You Been - quite a moving song, written by Mattea’s husband, I believe.
My favorite classical sad song is Richard Strauss’ Beim Schlafengehen. The first time I heard it I was driving in my car. I drove up to a toll booth, and toll taker looked at me oddly. I didn’t realize I had buckets of tears streaming down my face.
“There’s a Hole in Daddy’s Arm” and “The Band Played Waltzing Matilda” were great choices, I was ready to list them both but y’all beat me to it; both kinda apropos for what’s going on in the world today, as well.
When I was a kid, “Seasons in the Sun” always depressed me.