Since no one else is covering them: Irish/Scottish folk music. Tons of sad songs... really sad. Great to sing in a bar though. Ironically, they're great crowd pleasers.

The Fields of Athenry
The Blackbird
The Valley of Strathmore (IMO: the saddest song ever written)
The Foggy Dew
My Love's In Germany

I'll remember a ton more and facepalm later.

 

Blackbird by Alter Bridge

Things My Father Said by Black Stone Cherry

Dear Agony by Breaking Benjamin

Wasted Years (Acoustic) by Cold - Though the original is also quite sad

Darkness by Disturbed

Home by Egypt Central

My Immortal by Evanescence - Ya'll gonna bitch at me for this one, but can't deny the emo/sadness of it.

Kiss the Flag by Evans Blue

Times Like These (Acoustic) by Foo Fighters

Familiar Taste of Poison by Halestorm

Overcome by Live

5. März by Megaherz

Remembering by Midnight to Twelve

A Day To Be Alone by One Less Reason <-- Pretty much anything by them.

Forever by Papa Roach

Fallen Angels by Ra

Pieces by Red <-- One of the saddest songs I have.

Angel's Son (Live Acoustic) by Sevendust

Call Me by Shinedown

Lucy by Skillet


Shackled by Vertical Horizon

World So Cold by 12 Stones

Here Without You by 3 Doors Down

When I'm Gone by 3 Doors Down

--

All straight from my iPod.

 

The Best of Times - Sage Francis

It's sorta sad and at the same time happy. Epic wordsmithing though. Seriously, give it a whirl.

 

Oh, and American Pie.

 

It's orchestral, but it's the saddest songs I've ever listened to.

Adagio for Strings composed by Samuel Barber.

Edit: Beautiful by Eminem is pretty sad imo.

 

Heart Shaped Box - Nirvana
The Sound of Silence - Simon and Garfunkel
Scarborough Fair - Simon and Garfunkel
Classic yet haunting.
Everybody Hurts - REM
Love, Me - Collin Raye

 

/obligatory Puddle of Mudd - Blurry.
Gary Jules - Mad World. (I love this type of video too)
Aerosmith - I Don't Wanna Miss A Thing.
Akeboshi - Wind.
Elton John - Candle in the Wind.
30 Seconds to Mars - The Kill. (Don't blame me, I love The Shining)

 

Ebony Dark'ness Raven Way approves. Also:

Michael Bublé "Lost"

Bill Withers "Ain't No Sunshine"

[Shit-ton of people] "Ave Maria" (it's a huge hit in the funerary genre)

Robbie Williams "Angels"

 

A lot of these are making me go 'oh yeah!' Ah well.

Vienna Teng: Passage

O+S: Lonely Ghosts

Snow Patrol: Run

EDIT: Dido: White Flag

 

Ah ha! Another one.

Luciano Pavarotti - Nessun Dorma. (It was played at my granda's funeral so it's never going to have happy connotations attached to it for me >_>)
Also the Paul Potts version on Britain's Got Talent... Maybe not quite sad, but still very moving.

 

http://www.esnips.com/doc/86b8ff92-8dac-4cf3-ac71-876233d76cd3
http://www.youtube.com/watch?v=mDakEzW4JF0
http://www.youtube.com/watch?v=IEzaXA4lScE

Joan Baez nails it every time.

 

Tallulah - Sonata Arctica

 

Gary Jules - Mad World

009 Sound System - With A Spirit, gets me for some reason.

Mikey Rabil - When The Stars Go Blue

 

^Yep.

Now, 50 or so replies and no one has Pearl Jam's Last Kiss? For shame.

Or even Pink Floyd, Wish You Were Here?

Some sad shit right'dere, boss.

 

I have a few songs for you folks.

Summer, Highland Falls by Billy Joel

I've Loved These Days by Billy Joel

Captain Jack by Billy Joel

Operator (That's Not The Way It Feels) by Jim Croce

Time In A Bottle by Jim Croce

Grandma's Hands by Bill Withers

Patches (I'm Depending On You) by Clarence Carter

Shit, now I feel all emo.

 

Coldplay - We Never Change

And yeah, Death Cab is pro at sad songs; naming just one wont do the rest justice.

 

Hey boss, you messed up. Blaise did Bill already, 9 posts up.

 

Hey boss, shut the fuck up. It's not the end of the world if you have to see it posted twice. Don't start shit for stupid-ass reasons.

 

Winter - Joshua Radin

Silently - Elliot Minor