sad metal...

[Nocturnal Emperor]

Anathema - One Last good bye, that song is absolutely incredible.
Also check out the song fragile art of existence by control denied only for the guitar solo cause it is fantastic

 

[Soilent Goat]

Daylight Dies - No Reply is pretty fucking depressing. Good shit though.

 

[Triumphant Apostle]

Agents Of Oblivion. One of my favorite albums of all time. It's really dark and depressing but one hell of an album! Check it out for sure.

 

[forevernin]

no love lost-carcass

 

[Ol' Dirty Bastard]

Not yet mentioned (what the hell is wrong with you people), Rapture.

 

[yabba]

I'm gonna echo Katatonia, Sentenced, and especially AGALLOCH