Saddest Song?

My Dying Bride - For My Fallen Angel
Katatonia - Deadhouse
Sarah McLachlan - Do What You Have To Do
The Tea Party - Release
Opeth - Harvest

....and that damn song from Dumbo always makes me cry.
 
Ok, here's the list:

Iced Earth:
A Question Of Heaven
Watching Over Me
Ghost Of Freedom

Evergrey:
Different Worlds
A Scattered Me

Tiamat:
Gaia
Do You Dream Of Me?
A Deeper Kind Of Slumber

Camel:
Air Born
Rhayader Alone
Pressure Points

Queensryche:
I Don't Believe In Love
Jet City Woman
Another Rainy Night (Without You)

TestAmenT:
Return To Serenity
The Legacy

W.A.S.P.:
The Idol
Hold On To My Heart
Hallowed Ground

Dark Tranquillity:
Crimson Winds
Auctioned

Paradise Lost:
Daylight Torn
Widow
I See Your Face
This Cold Life
Disappear
Nothing Sacred

My Dying Bride:
Black God
The Cry Of Mankind
For My Fallen Angel
The Dreadful Hours

Type O Negative:
Summer Breeze
Bloody Kisses (A Death In The Family)
Everything Dies
Anesthesia

Opeth:
To Bid You Farewell
Benighted
Harvest
In My Time Of Need
Hope Leaves
To Rid The Disease

Pink Floyd:
Echoes
Wish You Were Here

Scorpions:
Always Somewhere
Lonely Nights
Holiday

Tristania:
Angellore
Pale Enchantress
Deadlocked

Jethro Tull:
Still Loving You Tonight
At Last, Forever

Sirenia - In Sumerian Haze
Diabolical Masquerade - The 9th Movement in Death's Design
Nightwish - Feel For You
Europe - Dreamer
Cradle Of Filth - Carmilla's Masque
Borknagar - Oceans Rise
Haggard - In A Fullmoon Procession (also, the whole And Thou Shalt Trust The Seer album)
Vision Divine - Taste Of A Goodbye
Agalloch - The Misshapen Steed
Judas Priest - Before The Dawn
Labyrinth - Falling Rain
Arcturus - For To End Yet Again
Nevermore - The Sorrowed Man
Black Sabbath - Solitude
Joe Satriani - Love Thing
Emperor - The Wanderer
Metallica - Fade To Black
Iron Maiden - Fortunes Of War
Accept - Winterdreams
Mortiis - Everyone Leaves
King Crimson - Epitaph
 
Porcupine Tree - Stop Swimming, Heartattack
Opeth - To Bid You Farewell
And one Katatonia song off Tonight's Decision that I can't remember the name of. Maybe Saw You Drown.
 
KEVIN GILBERT - SONG FOR A DEAD FRIEND this song just annihilates me... especially since i've had a friend commit suicide...

Pain Of Salvation - Dedication

Red House Painters - Drop

and... whoa.. hehe.. thanx to the people who mentioned me! i'm honoured
 
Here is my list:
Katatonia - Gone, Tonight's Music
Pain of Salvation - Dryad of the Woods
Porcupine Tree - Stop Swimming, Heartattack in a Layby, Collapse the Light Into Earth
Camel - Spirit of the Water
Maudlin of the Well - Girl with a Watering Can, track 4 on "leaving your body map"
Red House Painters - Katy song, Drop
 
I might have some odd ideas of "sad" but this is from a playlist composed almost entirely of such material..

Sparta - Glasshouse Tarot
Mogwai - CODY
- Take Me Somewhere Nice
- Stanley Kubrick
- Now You're Taken
A Perfect Circle - 3 Libras
Alice in Chains - Rotten Apple
- Nutshell
- DON'T [FUCKING] FOLLOW (how can you mention nutshell and not this?! :(...nah I understand)
- Whale and Wasp
- God Am
- Shame in You
--what can I say? Often depressing band :\--
Allman Brothers - Melissa
Aphex Twin - 'Rhubarb' (literally titled by a picture, track 3 disc 1 of Selected Ambient Works Volume II)

At the Drive-In - Hourglass
- Transatlantic Foe
- Napoleon Solo :(
Jerry Cantrell - Cold Piece
- Hurts, Don't It?
Coldplay - Don't Panic
- Trouble
The Cure - Lovesong
Danzig (ha! never expected HIM on here didja?) - How the Gods Kill
Darkest Hour - Part 2
Deftones - Anniversary of an Uninteresting Event
Eels - 3 Speed
- It's a Motherfucker
- Susan's House
Foo Fighters - Aurora
Incubus - I Miss You
INXS - Beautiful Girl
Nine Inch Nails - Hurt
- La Mer
Pearl Jam - Nothingman
- Elderly Woman Behind the Counter in a Small Town
Pretty Girls Make Graves - The Get A Way (and the "outro" track for the song)
Radiohead - How to Disappear Completely
- Exit Music (For a Film)
Smashing Pumpkins - If There Is a God (Piano+vocals version)
- Slow Dawn
- For Martha
- Thirty-Three
The Smiths - How Soon Is Now?
Bruce Springsteen - Philadelphia
U2 - Who's Gonna Ride Your Wild Horses
Tom Waits - The Heart of Saturday Night
- Ol' 55
- Tom Traubert's Blues (Four Sheets to the Wind in Copenhagen)
--If you have not heard old Tom Waits, you are seriously missing out. --
XTC - 1000 Umbrellas
- Knights in Shining Karma
Warren Zevon - Hostage-O
Zwan - Of a Broken Heart


There! I dare you to categorize my music tastes!
(*foresees "crap"*)
 
Oh my... Here it goes:

Radiohead - I will, you and whose army?, how to disappear completely
Porcupine Tree - How is your life today?, Feel so low, Collapse the Light into Earth
Opeth - To bid you farewell
Nick Drake - Way to Blue, know, horn
Tim Hardin - How can we hang on to a dream
Some of Thomas Newman's American Beauty OST is just too sad (Angela Undress and Mental boy, mainly.)
Future Sound of London - Everyone in the world is doing something without me (DAMN such a depressing name for a song)
Smashing Pumpkins - Soothe, to Sheila, Disarm, Thirty Three, For Martha
A Perfect Circle - 3 Libras
Everything by Sigur Ros is just TOO sad, especiall ()
MDB - For my Fallen Angel
Requiem for a dream soundtrack (because it reminds me of the movie)
Pink Floyd - Vera (poor Vera Lynn), one of the few, don't leave me now (Most of their songs are extremely happy)
NiN - Something I can never have, Hurt, Leaving hope (not sure about its name, it's instrumental and extremely depressing)
Nevermore - Forever
Mogwai - Drive, Sine Wave, Take me somewhere nice,
Moby - Natural Blues, Porcelain, Why does my heart feel so bad?
Massive Attack - Unfinished Sympathy, Teardrop
Leonard Cohen (the master of depsression) - Suzanne, Take this Longing, Winter lady
Led Zeppelin's Stairway to heaven.
King Crimson - walking on air, islands, I talk to the wind
Air's Virgin Suicides soundtrack (esp Bathroom Girl, High School Lovers, Cemetary party, Empty House, Afternoon sisters, Playground love) and also All I Need is quite a sad song.
A Silver mt Zion - He Has Left Us Alone But Shafts of Light Sometimes Grace the Corners of Our Rooms (the whole album)
Los Amantes Del Circulo Polar soundtrack by Alberto Iglesias is REALLY sad (well, it's one of the saddest movies ever, so...)
Beatles - Because, Michelle, Something, While my guitar gently weeps, yesterday
Brian Eno - By this river, an ending
Bruce Springsteen - Streets of Philidelphia
Vast - Flames, Lady of Dreams
Dornenreich - Hier Weht Ein Moment, Innerwille ist mein Docht, Mein publikum der augenblick
Goran Bregovic - Ederlezi, underground tango
Haldolium - Le ciel est triste
Kansas - Dust in the wind
Eric Clapton - Tears in Heaven
Gary Jules - Mad world (both versions)

heh, that was long o_O.