hmmm, i have a huge list of fav Depressing Songs, A few of them which i can remember now are
In Metal:
Black Sabbath : Solitude, Changes
Iron Maiden : Hallowed Be Thy Name (Lyrics), Wasting Love, ......
Metallica : Fade to Black, Welcome Home(Sanitarium), My Friend of Misery..
Megadeth : In My Darkest Hour
Pantera : Cemetary Gates
Testament : Return To Serenity
Death : Voice of the voiceless, and many more........
Opeth : many.....
My Dying Bride : many........
Ozzy Osbourne : Good bye to Romance
Non-Metal:
Pink Floyd : Wish You Were Here, Comfortably Numb, Coming back to Life,
High Hopes, Shine on You Crazy Diamond
Gary Moore: Still Got the Blues, Empty Rooms
Eric Clapton : Tears in Heaven
Guns n Roses : November Rain, Don't Cry , Estranged
Poison : Every Rose has its Thorn, Life goes on
Alice In Chains : Down In a Hole
Pearl Jam : Last Kiss, Black
Nirvana : Man Who Sold the World
phew !!! and the list goes on