The Saddest Songs Ever

I Hung My Head was written by Sting, not Johnny Cash. And Hurt was written by Trent Reznor. But his cover outperforms Reznor's by a highway mile.

I honestly prefer the American recordings to almost all of his earlier works. America V - A Hundred Highways was easily his best album ever, and Rick Rubin is scheduled to produce another two posthumous albums.
 
Portishead-The Rip

As she walks in the room
Scented and tall
Hesitating once more
And as I take on myself
And the bitterness I felt
I realise that love flows

Wild, white horses
They will take me away
And the tenderness I feel
Will send the dark underneath
Will I follow?

Through the glory of life
I will scatter on the floor
Disappointed and sore
And in my thoughts I have bled
For the riddles I've been fed
Another lie moves over

Wild, white horses
They will take me away
And the tenderness I feel
Will send the dark underneath
Will I follow?

Wild, white horses
They will take me away
And the tenderness I feel
Will send the dark underneath
Will I follow?
 
Pretty much every song by Sopor Aeternus hits me in a strange way.
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Some good ones there bsmix esp. Mad World and Tears in Heaven. One of my own — Billie Holiday — Gloomy Sunday. The saddest song I have ever heard personally.
 
Alice in Chains - Nutshell, Rotten Apple, Down in a Hole are all beautifully depressing.
Pearl Jam - Black, Last Kiss
Ben FolRAB - Brick, Mr. Jones part 2
Johnny Cash - Hurt
Collective Soul - The World I Know
Neil Young - My My, Hey Hey (Out of the Blue), Cortez the Killer, The Needle and the Damage Done
Bruce Springsteen - The River
Phil Collins - Another Day in Paradise
The Who - Behind Blue Eyes
Bill Withers - Aint No Sunshine
Fleetwood Mac - I'm So Afraid
Lynyrd Skynyrd - Simple Man, All I Can Do is Write About It
Counting Crows - Perfect Blue Buildings, Anna Begins, Round Here all their music makes me kind of sad
Pink Floyd - Wish You Were Here
Dave Matthews - American Baby

Not sure if all of these songs are supposed to be sad but they sure bum me out. Great for rainy days.
 
The only girl I've ever loved
Was born with roses in her eyes
But then they buried her alive
One evening 1945
With just her sister at her side
And only weeks before the guns
All came and rained on everyone
 
Sia - Breathe

Sad on its own, and ever sadder if you watched SFU over the years.. it played during the last 4 minutes of the show, very sad.
 
There are several "candidates" to me. It's funny, but it seems as if I unconsciously separated the (sad) love songs from the rest. I haven't chosen a love song yet.

Anyway, there's actually a particular kind of sadness, a profound feeling which goes beyond a love sickness, a kind of "vital sadness". I guess there are several songs about it, but this one has moved me: La vida mata ("Life Kills") by Diego Vasallo. Its strongest point is at the lyrics. I've translated them (as well as I could) because I think they are unusually brilliant. Pure poetry.​

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"Blows hurt,
life kills,
time heals,
days go by.

And upon beginning this game
I already have a soul drifting along.

Lullabies for adults
crossed by the years,
carrying the flower of disappointment
tattooed in their gloomy melodies.

And there are the shades,
and there is the oblivion,
and this infinite
lost time.

And there is the love,
and there are the kisses,
and a mundane bone-pain.

The wind insists, as always,
on reminding me of the sounRAB
from the stubborn throbbing of things
from worlRAB still unknown.

Grief hurts,
life kills
with broken dreams
and silver bullets.

Septeraber comes just like that
and it dissolves in your gaze.

Bons vivants with no life,
in love with the stars' pale light,
scatter poems in the night
and then try to remove their traces."


​
Maybe you don't grasp the feeling if you haven't gone through it before (for instance, due to a dysthymia), but artistically speaking, the song expresses it in a perfect way. Just look at the title: LIFE KILLS. Could there be anything sadder (and also more poetic) than that?

​
 
All I Want - Joni Mitchell
God - John Lennon
Mother - John Lennon
The Needle and the Damage Done - Neil Young
I Wish it Would Rain - The Temptations (knowing the story behind the song is really what makes it sad)
 
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