Trent himself said that after hearing the cover it was no longer his, it was Johnny's song and he was incredibly honored that he wanted to cover it.Tanis said:While I'm a big NIN fan, JC just does it better in this cover.
A few of the most depressing films would include Kotoko directed by Shinya Tsukamoto http://www.youtube.com/watch?v=ILChkxK-w70
Symapthy For Mr Vengeance (http://www.youtube.com/watch?v=PhZ8xGzyASE) & Oldboy (http://www.youtube.com/watch?v=2HkjrJ6IK5E)directed by Park Chan Wook
I Saw The Devil doesn't have an ounce of happiness (http://www.youtube.com/watch?v=xwWgp1bqVwE) directed by Kim Jee-Woon
In many contexts, Battle Royale is rather depressing, it's something more to ponder over rather than in your face depression (http://www.youtube.com/watch?v=N0p1t-dC7Ko)Directed by Kinji Fukasaku
Moving away from East Asian cinema..
The Illusionist (http://www.youtube.com/watch?v=BMqpU7lUlLg) directed by Sylvain Chomet is absolutely wonderful, there's hardly any dialogue throughout I think there's literally only one sentence in the entire film, but it is worth a watch.
I'll leave it there for now, there are hundreds of fantastic films, although I have noticed the pattern that they all seem to be under world cinema, or atleast for me, there's a high chance that someone reading this lives in the country of origin.
Oh wait, book wise, i'd certainly suggest Old Man and The Sea by Ernest Hemingway.
No Longer Human by Osamu Dazai or alternatively the Manga version if you are into Manga which is only three parts by Usamaru Furuya. No Longer Human is probably the most depressing thing I've ever read, and it's sort of a biography.
Also if you are into Manga, Ikigami by Motoro Mase is fantastic, I think there's roughly 10 books so far but they are a good read.