Heavy Metal Samurai said:
Well...
There is an unofficial, "saddest song ever", I read an article about it recently, is called "Gloomy Sunday" by some Hungarian guy called Seress.
It was wrote in the 30's and is about the break up of a relationship, over the years many people have heard it and commited suicide as a result, even the singer of the song committed suicide.
It was banned in UK for a time for fear of mass suicides.
But scary shit, not metal of course, but an answer to your question.
You can read about it and other strange things at this link
http://www.bizarremag.com/ask/rock.php
IMO that song is not worthy of being 'saddest song ever', maybe back then, but not now. I hope that the Bjørk cover will be better.
Anyways, not THE saddest, but sad songs:
Joe Satriani - down, down, down
Lynyrd Skynyrd - Tuesday's Gone (I like the Metallica cover as well)
Opeth - To bid you farewell, credence, face of melinda, in my time of need, dirge for november
red hot chili peppers - Don't forget me, knock me down, my lovely man, I could've lied, under the bridge, tearjerker, my friends, scar tissue, venice queen etc. I'm a big RHCP fan
Jeff Buckley - Halleluja, Love You Should've come over
Johnny Cash - Hurt
Zaraza - everyday is a funeral
Jimi Hendrix - Axis:bold as love, the wind cries mary, castles made of sand, little wing
gordian knot - grace
pink floyd - shine on you crazy diamond, great gig in the sky, wish you were here, comfortly numb,
pearl jam - love boat captain, I am mine
mr bungle - retrovertigo, pink cigarette, sweet charity, after school special
aeon spoke - grace, emmanuel, yellowman, silence, sand & foam,
alice in chains - down in a hole, heaven besides you, angry chair
pantera - suicide note
kataklysm - bound in chains
cryptopsy - cold hate, warm blood (at least the solo)
martyr - realms of reverie
burzum - dunkelheit
faith no more - I started a joke, ashes to ashes, i'm easy, king for a day, zombie eaters, she loves me not, last cup of sorrow
village people - in the navy
meh...