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Mad World - specifically the Gary Jules version. Even Tears For Fears like what he did with it.

The National - About Today

Radiohead - Pyramid Song

Sufjan Stevens - Carrie & Lowell (album)

"Somewhere Out There " from American Tail

Hurt by Johnny Cash.

Fast Car by Tracy Chapman.

The Gary Jules cover of Mad World, for the Donnie Darko soundtrack.

Similarly, the original song by Tears for Fears sounds really upbeat and happy, but you'd never know it was a sad song unless you paid attention to the lyrics. I love both versions!

• Big Rude Jake -- The Diner
• Reverend Beat-Man -- Today Is A Beautiful Day
• The Dead Brothers -- Everything's Dead
• Steam Powered Giraffe - Honeybee
• The Violent Femmes -- Johnny
• Dwight Yokum -- I Sang Dixie
• Leonard Cohen -- Joan of Arc
• The Cranberries -- Zombie
• The Tragically Hip -- 38 Years Old
• Blue Rodeo -- Bad Timing
• Blue Rodeo - Hasn't Hit Me Yet

Goddamn it, OP, you've destroyed me. Thank you for listening to my mix tape.

Oldie but Goldie & the saddest song I've ever heard: Gilbert O'Sullivan - Alone Again (Naturally)

Blonde Redhead, "For the Damaged"

Adam's Song by Blink 182

Your heart is a muscle the size of your fist by Ramshackle Glory

There's the absolute classic: Halpelujah by Leonard Cohen which is just a beautiful song about the end of love

But my personal favorite is: I Will Follow You Into the Dark by Death Cab for Cutie, really the whole Plans album is amazing and wrecks me still.

Amanda Palmer's The Bed Song (YT link)

Lately I get got by Rise Against's People Live Here (YT link)

Jolene as covered by Jack White. Dolly Parton singing it is also great, but to me it comes off as just another country song about infidelity. When Jack White covers it, it seems to take on a whole other perspective, but I guess that also depends on the listener too and what they project onto it.

Ok, so this song is arguably more of a depression song than a sad song, but it's a great song. Pinch Me - Barenaked Ladies

There are a lot. I have a long playlist called "mope" But the first song that came to mind is:

"Blue Valentine" by Tom Waits. https://youtu.be/wsw0aWXufqM

Mazzy Star - Into Dust

How To Save A Life by The Fray

Nine Inch Nails - "Leaving Hope" and "And All That Could Have Been"

Boulevard of Broken Dreams by Green Day

Gets me every time:

https://www.youtube.com/watch?v=ZzdF77CoLE0

I got some news on you from a friend
you’re in Charlotte again
teaching Spanish at high school

he said you’re going by Joy
you cut your hair like a boy
& you don’t talk to your old friends

I found a picture from before the fight
we’re in natural light
& you’re sitting on my lap
like everything’s alright

I’ve walked around with you on my mind
the names we used at the time
you know I’ve changed myself since then

I’ve thought on things that we said
what if we’d had the kid
I guess he’d be 15

I found a picture from before the fight
we’re in natural light
& you’re sitting on my lap
like everything’s alright

Roads by Portishead.

Bright Eyes - When Winter Ends. https://youtu.be/5-B7va1HaF0

White Sparrows by Billy Talent always gets to me when I listen to it

They gave her one more day

To say the words I couldn't say

I'm crying in pain, crying in pain

And I'm not looking for answers

No, I'm not looking for answers

But dear God, why did you choose her?

White sparrows fell from heaven and carried her away

Black arrows cut the strings of my heart, I kneel and pray

Chemo limo by Regina Spektor is mine.

Beautiful song, but it can be too sad for me sometimes if I'm in a more empathetic mind frame

Sad to me a lot of times means stuff about time passing and getting older or things changing, so most of these are along that line. Some of the ones I think of first:

Time, Fat Old Sun, and High Hopes by Pink Floyd

In My Life by The Beatles (also Ozzy)

Hurt by Johnny Cash (orginally NiN)

Preaching the End of the World by Chris Cornell

There Was a Light Here by Demon Hunter

Depends on why I'm listening to sad music. But I'm an unrepentent goth, so Ive got a LOT if sad music. These are a few of my favourites:

• Joy Division - Love will tear us apart, New dawn fades
• Sisters of Mercy - Some kind of stranger
• Dawn Penn - You don't love me (not the Rhianna version!)
• VNV Nation - Legion. Or maybe Forsaken. Maybe all of PTF and Empires
• Ultravox - Lament
• Stanford - Songs of farewell
• Faure - Requiem

Brave Faces, Everyone by Spanish Love Songs. Actually, pretty much their whole discography matches the question.

The night we met - Lord Huron

Arms of an Angel, Sarah McLaughlan

Youth of the Nation - POD (kind of like Adam's Song).

World at Large - Modest Mouse

In the Aeroplane Over the Sea - Neutral Milk Hotel (based on Anne Franke).

To Build a Home - Cinematic Orchestra

There were some others already mentioned. Very powerful.

Favorite is relative, usually the one I'm listening to at the moment. But I keep coming back to the Okkervil River album, The Stand-Ins. It's a companion album to The Stage Names, about the losers and also-rans, so it's full of sad songs.

My favorites, though, are the last two:

Calling and Not Calling My Ex, about a man who stagnated after breaking up with his girlfriend while she pursued her career. (Rumored to be inspired by Will Sheff's relationship with Scarlett Johansen.)

Bruce Wayne Campbell Interviewed on the Roof of the Chelsea Hotel, 1979. Campbell was the first openly-gay rock star under the name Jobriath, and now mostly forgotten. He was manipulated and exploited by his manager/agent, and retired from music in 1975 to an apartment on the roof of the Chelsea Hotel. He died there of AIDS in 1983.

Landslide by Stevie Nicks/Fleetwood Mac

When You Go, by Jonathan Coulton

Round Here by Counting Crows

Needle in the hay - Eliott Smith Burritos - Sublime

Had a pretty rough year last year. Dear Agony - Breaking Benjamin was my sad song of choice.

I don't like "favorite" or even top ten, as there are so many things out there that classify as good in a category. But two recent ones I reheard that came to mind were "Empty Garden" by Elton John and "It Must Have Been Love" by Roxette

Lost Shadow by Gunship

Promise of Sleep by the Jody Grind:

https://youtu.be/nmyRm21WRPc

Amen by Amber Run. To me its someone in alcoholics anonymous after their partner has died.

"Dead Flag Blues" by Godspeed You! Black Emperor.

They removed their songs from all streaming services, though.

All My Love by London Grammar. Retrograde by James Blake.

We Dont talk anymore - Charlie Puth

Here's a few off the top of my head:

Joy Division - Komakino The God Machine - Picture of a Bleeding Boy The Cure - Endsong Amenra - A Solitary Reign

Grace - Jim McCann

Glay - Kanojo

I have no idea where I first got that song, but I've had it as an mp3 for at least 20 years at this point.