M*A*S*H Is A Comedy - A Very Funny One At That. The Song Is About The Atrocities Of War I Believe.
Gary Jules - Mad world
Completely forgot about my home town band...
The Spill Canvas: "The Tide," and "Teleport A&B"
Probably the two saddest songs I've ever listened to, but both brilliantly done.
You should specify a musical genre before making such requests
As a doomy dude I get a lot of this "sad" stuff
My dying bride - The cry of mankind (Defines "depressive doom metal")
My dying bride - Heroin chic (A bit unlikely riffs and texts for MDB but the overall sounding is kind of desperate and "sad")
Guns and roses - Don't cry (Not a big fan of 'em, but most people like it)
Metallica - one ("The english patient " themed, a genre's classic)
Metallica - Unforgiven I
Metallica - Unforgiven II (Not really connected one to another, but both eqally moody)
Katatonia - Gone (Did I just heard Kurt Cobain? =])
Forgotten Tomb - Entombed by winter (You might find the lyrics kind of gay, but it's has a rather dark and moody ambient acoustic theme)
Anathema - Angelica (Nasty, nasty song)
Cradle of Filth - Nymphetamine (I know, they are kind of gay, but this particular piece of music makes me musical timbers shiver, matey)
Enjoy, you guys can always PM me for more music recommendation goodies, I'm happy to give a good advice=]