I like sad music. To me, music is about expression, and sad songs can portray emotions so poetically.
First thing that popped into my head would by Sadness, by the Belgian band Stash.
"If sadness is a color, then it?s blue just like your eyes.
And sorrow can be all over you, but it will never tear me down"
It's not hard to find it on youtube if you want to give it a listen.
Second one that popped up was 'So Come Back, I Am Waiting', by Okkervil River. The entire cd is based on Tim Hardin's life. Throughout the song, the 'Black Sheep Boy' (a reference to one of Hardin's songs) is deteriorating, and as the song nears its end, the tone of the song grows triumphant, but when you interpret the lyrics, you realize that he's actually just going back to his drug habits, which eventually led to his death.
They did a similar thing in the album after that, by making a 2-part song: the first part is a (fake, of course) suicide note of John (Berryman), the second part is a cover of 'Sloop John B' by the Beach Boys.
The suicide note prologue to the cover completely changes the interpretation of the Beach Boys song, turning the entire story into a morbid joke about someone who failed so bad at life, he couldn't even kill himself properly (Berryman jumped off a bridge and wanted to drown, the same way his father did... but instead missed the water and landed head first on concrete... the worst part was, that didn't immediatly kill him)
I could go on with loads of sad songs...
But, right... long story short: sad songs that tell stories. Love 'em.
