This gets posted every month.
I'm just gonna be lazy and post my reply from last month
There are a LOT of extremely depressing songs in the Metal and Goth genres.
I'd say Novembers Doom - Last God (off of the cd: The Knowing) is the saddest song I have ever heard.
.....Lyrics .......
Please take this away,
I never wanted this pain.
Why have you left me here all alone?
I will always cry for you.
Catching the fallen tears from my eyes,
dreaming of life with you,
all is lost tonight.
This pain is killing me,
there's nothing that I can do.
The visions of your face,
Makes my stomach sick.
You were stripped from me,
when my back was turned.
I should have been there for you,
It should be me that's gone.
I can't let you win,
I just won't walk away.
It's time I see the end, and leave this gift
behind. You're no friend to me,
You've caused me too much pain.
So you step beyond my grasp,
escape this last God's fate. (her)
In chambers light, you pine over me and I can only look upon you and smile.
I wish the pain would disappear.
A frigid breath on the back of your neck,
a soft glowing voice that you always hear.
I'm sorry for the pain,
I'm sorry for the lies.
with open arms, I await you.
An emptiness I can never fill,
a loss of all my being.
Carry away my lust for your taste.
A blue rose for my soiled life.
Reliving our moments over again,
consumes my every day.
No more can I keep going on with this guilt,
You've taken everything that I care about.
Eating away at my own pathetic life,
the skies have turned to blood on this very night.
I will see you again, and I tremble at the thought.
..... End Lyrics ....
That being said MDB has a ton of VERY sad songs as well.
A "runner up" would be the song "I come and stand at every door" when played by Silent Stream of Godless Elegy (from the Czech Republic). I come and stand at every door is a poem written by Nazim Hikmet.
.....Lyrics....
I come and stand at every door
But no one hears my silent prayer
I knock and yet remain unseen
For I am dead, for I am dead
I'm only seven although I died
In Hiroshima long ago
I'm seven now as I was then
When children die they do not grow
My hair was scorched by swirling fire
My eyes grew dim my eyes grew blind
Death came and turned my bones to dust
And that was scattered by the wind
I need no fruit I need no rice
I need no sweets nor even bread
I ask for nothing for myself
For I am dead, for I am dead
All that I ask for is for peace
You fight today, you fight to die
So that the children of this world
May live and grow and laugh and play
...end lyrics...