The Delgados - The Drowning Years (especially on how the song fades out, with the vocals become more and more distorted. Man, that's really, REALLY depressing)

PJ Harvey - Teclo (she sounds so tortured on this song)

Nick Drake - Parasite (so beautiful how he progresses the guitar melodies)

dEUS - Right As Rain (a very naked song)

Eels - Understanding Salesmen (so f*ckin underrated...beautiful song. brings me to tears almost every time)

Bright Eyes - [I]Haligh, Haligh, A Lie, Haligh[/I]
Bright Eyes - [I]It’s Cool, We Can Still Be Friends[/I]
Bright Eyes - [I]An Attempt To Tip The Scales[/I]
Bright Eyes - [I]I’ve Been Eating For You[/I]

Oasis - Talk Tonight
Sad Song
Cast No Shadow
Some Might Say

Radio Head - any song

Verve - The Drugs Don't Work

Pink Floyd - Wish you were here

UNKLE - Rabbit In Your Headlights
Elliott Smith - Kings Crossing
Sigur Ros - Untitled #4
Death Cab For Cutie - Transatlanticism
The Verve - Bittersweet Symphony
Bjork - Undo
Boards Of Canada - In A Beautiful Place Out In The Country
DNTEL - Anywhere Anyone

Atmosphere or Decades by Joy Division

Eric Bogle - And The Band Played Waltzing Matilda (Covered by The Pogues, Redgum, and many more. It appears on more than 100 albums apparently)

Redgum - I Was Only 19

"And the Band Played 'Waltzing Matilda'" is pretty darn sad. I only heard it once or twice about 6 years ago, but it was pretty sadillyo.

Radiohead don't have even one song that isn't sad, but the sadest one is Bullet Proof

The Verve - [I]The Drugs Don't Work[/I]
Nirvana - [I]Something in the Way[/I] ... the best Nirvana Song ... it nearly makes me cry
Nine Inch Nails - [I]Hurt[/I] ... the Johnny Cash Version isn't even a little sad

Ohh, i forgot one, but it's only for people who speak german very well ... especially the austrian slang

STS - [I]I hab di leben g'sehn[/I]

Neil young - the needle and the damage done
Eels - Fu(ck)er
Eels - climb to the moon
(almost anything by the eels is sad as mark e everett is such a miserable man lol
Pink floyd - great gig in the sky
thats all i can think of but theres loads more, i just dont have a very good memory

Castles Made Of Sand - Jimi Hendrix

But that all depends on what has the saddest feeling, or what has the most depressing lyrics, because sometimes you find that its not always the same

Dry Your Eyes Mate- The Streets

Gravenhurst - Damage

I heard this song recently and thought the lyrics and riff were both exceptionally moving. Combined with Nick Talbot's vocals i find it to be quite a sad piece.

^ I keep seeing that name but never got around to listening to them. Are they a singer/songwriter type of band?

Been compared to Elliott Smith and the such like. I'd suggest picking up Flashlight Seasons since it's definitely worth a few listens.

elliott smith - pitseleh
cat power - good woman
deathcab - a lack of colour, tiny vessels
explosions in the sky - the only moment we were alone
my bloody valentine - sometimes
pavement - here
pulp - bad cover version, trees
red house painters - all mixed up, have you forgotten
the shins - new slang (possibly my favourite sad song ever)
the smiths - i know it's over
sonic youth - sunday
wilco - i am trying to break your heart, ashes of american flags

HUM- Apollo

It's about an astronaut whose wife/gf doesn't like him leaving for space all the time. And I think he dies out there too. Very quiet and subdued compared to the rest of the album, which makes for a powerful contrast of moods.

[QUOTE=twistinside]explosions in the sky - the only moment we were alone[/QUOTE]

I think that's one of their happiest songs. :-/

For some reason, "Three Imaginary Boys" by The Cure always gets me heaps sad.

Cure - Trust

Carissa's weird - September Come Take This Heart Away

Notwist - Pick up the phone

Death cab for cutie - Transatlanticism

(mine) - Music for lonely people

ELEANOR RIGBY-THE BEATLES

Pink Floyd- Wish you were here

And In keeping secrets of silent earth gives me a melancholy feeling

Adam's Song-Blink 182

[QUOTE=Wanker]I think that's one of their happiest songs. :-/[/QUOTE]

yeah it always struck me as sad. and i always thought 'your hand in mine' was happy, but someone else put it on their list. weird.

Ooo i forgot about -

Ben Folds - Fred Jones Pt 2.

Possibly one of his best solo works.

Lake of Fire - Nirvana
Any song - Radiohead

Fleetwood Mac-Landslide
New Order-Blue Monday(not the ****ty Orgy version)
Desperate-Distillers
Best Sunday Dress/Doll parts-Hole
Into the Dark-Juliana Theory
Last Dance for Mary Jane-Tom Petty

[QUOTE=braindoctor]Radio Head - any song[/QUOTE]
[QUOTE=bacchusy]Radiohead don't have even one song that isn't sad, but the sadest one is Bullet Proof[/QUOTE]
[QUOTE=Tsuruka]Any song - Radiohead[/QUOTE]
Ehh, their songs may not necessarily be happy, but they sure as hell aren't all sad songs.

[QUOTE=Wanker]Ehh, their songs may not necessarily be happy, but they sure as hell aren't all sad songs.[/QUOTE]

I agree, songs like [I]The Bends [/I]and[I] Just [/I]don't have a sad feel about them at all. They aren't even a little depressing.

[QUOTE=lilsolsman]I agree, songs like [I]The Bends [/I]and[I] Just [/I]don't have a sad feel about them at all. They aren't even a little depressing.[/QUOTE]

For a song to be truely sad, the lyrics [i]and[/i] music have to be depressing.

[i]Electioneering[/i], [i]Go To Sleep[/i] and [i]Optimistic[/i]... I mean, come on.

The Mars Volta-Miranda, This Ghost Just Isn't Holy Anymore.

I don't care if the four minutes of ambience before it ticks you off, listen to it.