There are too many to decide on just one but I can name a few:
Jealous Guy - Donny Hathaway (John Lennon cover)
Superwoman - Stevie Wonder
Off You - The Breeders
I cry alone - The Black Keys
Chokechain - Lou Barlow
Every !***** song Elliot Smith has ever made
Belly Button Window - Jimi Hendrix
Emily's Dead To Me - B.C. Camplight
Side Of The Road - Beck
Enemy Of Time - Hood
Bruce Springsteen's Nebraska (The whole damn album)
Anything Morrisey has ever done
Bird Stealing Bread - Iron & Wine
Alice In Chains...well wasn't that a cry for help?
I could go on and on, though I don't find much of today's music very depressing, only because I don't think there are as many good songwriters anymore...and the "I'm grounded sitting in my room now I'm gonna trash it" music really isn't worthy.
all of Layne Stanley songs were a cry for help. Most of them were basically saying "I'm a hopeless heroin addict, I am going to die soon" or "...kill me" It wasnt until he was found dead in a PILE of syringes in his apartment in 2002 that his fans really went, "oh $hit, maybe we should have paid closer attention." His songs always make me so sad. R.I.P. Layne
joeliphious, i totally agree with you. depressing music is so much more enjoyable because you can actually feel the emotion of the person singing the song. i also might like to add that just because someone listens to sad songs doesn't make them a sad person..it just makes them human it's so good. i listen to a lot of depressing music, but my all-time favorite sad song is Konstantine by Something Corporate. give it a listen <3.
god whats the name of that song..is it 'hate me today'..i dunno, its where the dude (dunno who it is either...yes i live under a rock) sings about losing his girl to drinking and hoping she moves on...i love that song.
blue october's song...hate me today or something, yeah thats sad