How about Eric Carmen's "All by myself" or Gilbert O'sullivan's "Alone Again, Naturally"? For the record, i'd also say that 85% of The Smith's catalog is also depressing (though i love them so...)

How did this not make the list?

I just want something I can never have.

I've always liked Eleanor Rigby!

OMG,
Some of these are my most favorite songs of ALL time, I could go on and one for more, but I LUV sad songs because in some ways they are the only songs that make sense to me. Of course one of my favorites is a ballad:

http://www.youtube.com/watch?v=wlrXIvMmG3s

It comes from a time in my life that I realized that as much as I still believe that love can conquer anything, sometimes it just can't, and that was such a bittersweet lesson to learn . . .
So I love sad songs because they make me cry.

Then you need mooooood music baby!!!!!

http://www.youtube.com/watch?v=v-KX3XuUXpc

www.youtube.com/watch?v=zCV_kTjuguQ&feature=related

This'll break your heart!

This is probably the most depressing song I've heard in a while.

I think I've heard the story about one song, not sure if it is named "Gloomy Sunday", very depressing, many people commited suicide under the influence of the song.... can't believe it

I find C&W music very depressing. I won't listen to it anymore.

I find C&W music very depressing. I won't listen to it anymore.

As far as country & western, it doesn't get much more depressing than Kern River.

Sorry: Kern River

love music like that ,REM great

Stevie Ray Vaughn - Life Without You

sad songs or literature (poetry retc.) can be like a tonic for when your feeling down
theres far worse than the above I mean just listen to nirvana ,most modern music is actually in a minor key
which is a sad sound
the blues can actually help you feel better
'woke up this moarning had the web blues you know I went around lookin for my shoes
woke up this mornin had them ol' web 2. 0 bluoes
ou ou ou oue oh ah
drneng derneng derneng dern'

For a "depressing song," I guess I'd have to go to The Blues, Buddy Guy singing, "Ain't no sunshine anymore," would qualify, or his "Now you're gone.."

But there are just so many and I'd be hard pressed to come up with a Top Ten. It's amazing how many song are guys singing about having broken hearts because their girl left them...amazing.