The BIG 3 are definitely Katatonia, Anathema & My Dying Bride imo. These bands are kings of melodic/doom metal/rock and evoke such intense sadness/angert and so much varied emotion.
For My Fallen Angel by My Dying Bride just MAY be the most saddest damn song I have ever heard. It honestly sounds like a song that'd be written for a funeral or someone's passing. God...it's just so sad...the lyrics even - aye - haunting.
Sear Me by My Dying Bride off Turn Loose the Swans (my fave album by the band by far!) is almost on par with the above.
- and there's obviously more where that came from.
Anathema is obviously no slouch in this area, with songs such as Regret, One Last Goodbye, Parisienne Moonlight (a masterpiece!), Lost Control, A Natural Disaster, Inner Silence - all being some of my all-time favs from the band.
Everyone has to mention Katatonia; some of the gloomiest music I have heard. I just love the soundscapes they create - so eerie and just ultimately depressing. I always think of dark ruins or rainy days when listening to them, or old run-down factories, rusted areas...kinda similar to the way I feel about Silent Hill when playing this crazy-ass game.
Love of the Swans is an awesome song by these guys, which is a rare one. Their stuff off their debut has some of the most evil, angry soundscapes ever heard imo. God, Jonas was one evil dude - I was truly shocked with his vocal performance. Gateways of Beareavement - hell yes!!! Day is one of my favourites. Perhaps one of their gloomiest tracks - just love it!
But stuff like deadhouse, saw you drown, sweet nurse, teargas, disposition, future of speech, relention, black session, evidence and the list just goes on - it's all much thanks to jonas' amazing vocals which sounds like he's the most depressed person on the face of this planet, heh.
Other bands that sound similar in style;
Draconian (just discovered them,,,AWESOME! Check out their new release, or the track "A Scenery of Loss")
Swallow the Sun
Daylight Dies
Caanan (again, just discovered them...damn those depressive vocals. Check 'em out!)
Antimatter (damn, they truly have some HIGHLY depressive themes - they rock! Angelic, Flowers, Last Laugh, Over your Shoulder, Line of Fire, Epitaph, Dream, etc.)
Portishead
Klimt 1918 (AMAZING - AMAZING BAND! Can't stress that enough, actually. Some of their music is just too good for words.)
Virgin Black
That's all for now.