here are some really sad songs for ya(in no particular order):
jeff buckley: lover, you should have come over ; everybody here wants you
elvis costello: i want you
morphine: saddest song ; i know you
the smiths: i know it's over
the walkabouts: unwind
mazzy star: fade into you
indigo girls: love will come to you
fiona apple: shadowboxer
starsailor: love is here ; tie up my hands
billie myers: kiss the rain
nick cave: henry lee ; wild roses ; love letter etc.
sade: almoust everything
sting: fields of gold ; shape of my heart ; when we dance; fragile etc.
tom waits: closing time ; hope i don't fall in love with you
leonard cohen: dance me to the end of love ; your man etc.
depeche mode: somebody ; home etc.
tracy chapman: fast car; baby can i hold you
thin lizzy: still in love with you
blur: no distance left to run
pearl jam: black
bryan ferry: miss otis regrets
coldplay: shiver
bob dylan: sad eyed lady of the lowlands
joan armatrading: love and affection
the beatles: you've got to hide your love away ; michelle; etc.
procol harum: whiter shade of pale
the rolling stones: angie
chet baker: my funny valentine
paul weller: you do something to me
patsy cline: crazy
joni mitchell: blue
portishead: sour times ; it could be sweet ; glory box
massive attack: unfinishead symphony
u2: all i want is you ; one ; with or without you etc.
r.e.m: everybody hurts
garbage: milk
roberta flack: killing me softly; jesse; the first time ever i saw your face
odyssey: if you're looking for a way out
skunk anansie: infidelity; secretly; you'll follow me down
george michael: jesus to a child etc.
norah jones: come away with me; shoot the moon
billy paul: me and mrs jones
shirley brown: woman to woman
joss stone: wictim of a foolish heart
led zeppelin: since i've been loving you etc.
these are my favourite sad songs at the moment. but don't you worry, there are loads of them in my collection i can't remember. if and when i do, i'll share them with you all;-)