Brad Paisley & Alison Krauss - Whiskey Lullaby. About a guy who has his heartbroken by a girl, becomes an alcoholic then kills himself, she blames herself and starts drinking - then she too, commits suicide. Pretty sad.
Sarah McLachlan - Do what you have to do.
Damien Rice - Cannonball.
Coldplay - Fix you.
Blink 182 - Stay together for the kids. Probably not sad for many people, but if you listen to the lyrics and have ever been in that situation, then it's kind of emotional.
To love is to suffer. To avoid suffering, one must not love; but then one suffers from not loving. Therefore, to love is to suffer, not to love is to suffer, to suffer is to suffer. To be happy is to love; to be happy then is to suffer, but suffering makes one unhappy; therefore to be unhappy one must love or love to suffer or suffer from too much happiness. I hope you're getting this down.