"Six O'clock News" by John Prine is up there.

Just read these lyrics:

Wanda had a baby in nineteen fifty one.
The father was stranger and a stranger was the son.
Call that child James Lewis, call these rooms a home.
Changing all them diapers polish all that chrome.
C'mon, baby, spend the night with me

All around the schoolyard playing all the games
Running, laughing back and forth the kid with two first names
Stranger in the closet, lock the diary
The past is running faster singing harmony
C'mon, baby, spend the night with me

"God bless this kitchen" said the knick-knack shelf
"The dinner's almost ready Go and wash yourself"
Jimmy's growing up now and Wanda's growing old
The time is growin' shorter the nights are long and cold
C'mon, baby, spend the night with me

Sneaking in the closet and through the diary
Now, don't you know all he saw was all there was to see
The whole town saw Jimmy on the six o'clock news
His brains were on the sidewalk and blood was on his shoes
C'mon, baby, spend the night with me
C'mon, baby, spend the night with me

Oddly enough... Sad Peter Pan by the Smashing Pumpkins.

Death Cab For Cutie - I Will Follow You Into The Dark

"Burden" by Opeth is pretty sad-but I love that song

The saddest song I've ever heard is probably Empire! Empire!- How To Stay Afloat in a Sea of Change

"Never Meant" - American Football
Gets to you every time doesn't it?

Into Temptation by Crowded House and Better Be Home Soon, from the same album, by the same band.... Temple of Low Men, one of the most melancholy albums, with it' heavy reflections on infedility, loneliness, struggle with fame, wealth, alienation. Also one of their most underrated, brilliant albums, in my opinion...

hmm. maybe some interpol song?

Interpol do indeed have some sad songs...

Oh god I love that song, haha. I think Stay Home is probably the saddest AF song.