recommend sad songs

A really good depressive song is Pendulum from Funeral's From These Wounds. Also try Saturn and The Architecture of Loss, as those are also really good depressive songs.
 
When Im low, I'll listen to these songs:

Mercyful Fate - Melissa
Hell (uk) - In Depths of Despair
Manilla Road - Court of Avalon
Pentagram - Be forewarned
Cirith Ungol - Maybe That's Why
Raven Black Night - Nocturnal Birth
Dust - Thusly Spoken
Witchfynde - Moon Magic
Skyclad - Single Phial
Arthur Brown - Rest Cure
Coven - Portrait
JP - Before the Dawn
Winterhawk - Free to Live
Jerusalem - Kamikaze Moth
Aphrodite's Child - It's 5 O'clock, End Of The World
Bubble Puppy - I've Got To Reach You
 
Well I'm in the mood for sad songs at the moment so here is my playlist. Most of the songs are instrumentals or simply contain wordless vocals, because I generally find music to be a more effective tool for conveying intense emotion than words:

Shape of Despair: Night's Dew
Jeff Beck: Cause We've Ended as Lovers
Elend: Charis
Dead Can Dance: Sanvean
Michael Nyman: The Promise (in fact the whole Piano Concerto)
Henryk Gorecki: Symphony No 3 (Symphony of Sorrowful Songs) - still to this day the most haunting piece of music I've ever heard
Anathema: One Last Goodbye
Pink Floyd: Wish You Were Here
Dark Tranquillity: Lethe
The Tea Party: Correspondences
Simon and Garfunkel: The Sounds of Silence
Opeth: Silhouette
Pain of Salvation: Pluvius Aestivus
Chopin: Nocturne in C-Sharp Minor
Amorphis: Elegy
Rachmaninov: Isle of the Dead
Funkadelic: Maggot Brain (there is a legendary story behind this song - if you don't know it, George Clinton locked guitarist Eddie Hazel in a room and told him to play like his mother just died - the result is achingly sad)
 
^ Nice list.

Might want to check out The Foreshadowing. Some sad and depressing tracks on their debut album.
Also I agree with whoever mentioned Funeral.
 
I'd like to give classical a shot.
Name me a few more haunting pieces.

of any era? a couple of 'haunting' pieces that come to mind would be:

Ligeti- Reqieum
Penderecki- Threnody for the Victims of Hiroshima

both are modern pieces and not what most people usually think of when you mention classical... but i would say these are pretty intense and haunting pieces
 
Thanks. I'm actually downloading Symphony #3 (can't believe I found it) and I'll take the others in consideration.
Have you heard this compilation before?

http://beyazgemi.blogspot.com/2007/11/most-relaxing-classical-album-in-world.html

yeah I think I have... I hate compilations because they often chop up the tracks to make room for more songs plus they more often then not just put on classical top 40 songs, which of course makes sense but is kind of pointless for those who have been listening to this music for years... they can be decent starting points for people just getting into classical though...
if i were just getting into classical i would find complete recordings of these pieces:

Beethoven- Sym. 1-9
Mozart- Piano Concertos 20-27
Bach- Brandenburg Concertos 1-6

all of these are easily accesible pieces that are actually amazing and easy to find
 
Symphony Number 3 is chilling. I can see myself slowly getting into Classical. Compilations are a good place to start for any genre,but I see what you mean. I have to start somewhere.