https://www.youtube.com/watch?v=t9kT1xIpZ4E

Boulevard of Broken Dreams by Green Day

Round Here by Counting Crows

Lost Shadow by Gunship

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

Steve / King Park / No one was driving the car all by La Dispute

Honourable mentions for "In this shirt" by The Irrepressibles and "Ordinary Loss" by HEALTH

Jacques Brel - Ne me quitte pas

The Magnetic Fields — "100,000 Fireflies"

Keia by Colliding With Mars

Barry Manilow- Looks like we made it.

I have a few.

Sonny by New Found Glory

My December by Linkin Park

Adam's Song by Blink 182

Currently it is Mother Pray for Me by The Beths

Hope

Waylon Jennings - Drinking and dreaming

Don’t have a specific favourite, but this is in the mix: Suicide Cargo Load

Edit: Rest of the album is as emotionally heavy.

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

Mazzy Star - Into Dust

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!

Gate of Steiner

Agreed, in a similar vein I am reminded of Dear God by XTC.

Landslide by Stevie Nicks/Fleetwood Mac

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.

The saddest song in the world

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

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

Hurt by Johnny Cash.

Fast Car by Tracy Chapman.

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

This was a favorite for a long time, by the high water marks:
https://thehighwatermarks.bandcamp.com/track/suicide

It feels like suicide or something worse

I've got this curse on me

It seems I only dream about the things

that shouldn't come to be

always I try to find a way it feels

it seems to real to me

I just can't let it go

I'll let you know

Just what it means to me

As days go past and it all moves too fast

And I won't think about it

And when I do it all comes back to you

And I don't want to change that

Markdown fornatting is really tedious to do on the phone so I'm not going to fix that more.

But the song sounds upbeat, but it's lyrics are a sad loop they want to break and also don't want to.

The Black Heart Procession • A Light So Dim

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

"I Lost a Friend" Finneas

https://www.shazam.com/song/1720941624/i-lost-a-friend

• Nina Simone - "Strange fruit" Invidious (which I prefer to the Billie Holiday versions)

Honorable mentions:

• The killers - "Goodnight, travel well" Invidious
• Maiya Sykes, Postmodern jukebox - "Boulevard of broken dreams" Invidious
• The rolling stones - "Paint it, black" Invidious

Don't Wake the Scarecrow by The Felice Brothers

When You Go, by Jonathan Coulton

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.

You and the Candles by Hawksley Workman

Eloise - Friends Who Kiss

Somе loves go on and last
Some loves end like this

If you're in the mood. She genuinely just like to write bleak sad song, her discography is full of song like these.

Sam

How To Save A Life by The Fray

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.

Grace - Jim McCann

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

Hurt by Johnny Cash.

As much as I admire and respect Johnny Cash, I prefer the original bij Nine Inch Nails . Paging /c/unpopularopinion

We Dont talk anymore - Charlie Puth

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

They removed their songs from all streaming services, though.

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

Promise of Sleep by the Jody Grind:

https://youtu.be/nmyRm21WRPc

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

Needle in the hay - Eliott Smith
Burritos - Sublime

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