I love sad music

I'm talking about music that when you're feeling down will make you feel worse. I don't want uplifting or inspirational. Some of Chopin's more melancholic works can do it for me.  I don't listen to country, but George Jones singing "It's a good day for the roses" is about as sad a song as you will find. Leonard Cohen's "Alexandra leaving" is another sad song. I have everything Davis and Coltrane recorded, so I'm looking for recommendations for the most beautiful but depressing music you've ever heard. I want to hear a violin, my favorite instrument, that will bring tears to your eyes. I know this is a strange request but some of the best music comes from dark places. Thanks
Not sure its really sad, melancholy maybe, but Neil Diamond Serenade. About as close as I can get. https://www.youtube.com/watch?v=Lizrup8Nsbs&list=PLJNbijG2M7OyQ_ENa6UFRLP1SZL6I8Ypf&index=1 Some people never see the light until the day they die. 
Elgar's Nimrod (from Enigma Variations). Or the slow movement from Dvorak's 'American' quartet.
millercarbon...that is good. Thank you.

noromance...The Swan is truly beautiful. The cello is one of my favorite instruments. I particularly like Vivaldi's and Bach's cello concertos.  Thanks
An oldie I’ve always been partial to is”We’ll Sing in the Sunshine” by Gale Garnett.
Chet Baker in Jazz plays and sings the most sad melody renditions....


Try Billie Holiday in his last years....If you dont have tears look for a heart....


For violin: Barber adagio for strings.... My favorite....

Schindler list by Perlman....Also

I forgot spiegel im spiegel of Arvo Part...... The best there is....
with Gorecki tears symphony.....

These 4 are hard to beat..... 😥
I look forward to hearing all of the suggestions. I just enjoyed a CD I've had for a while but never listened to; Bach's The Art of Fugue played by the Emerson String Quartet. A superb recording. Bach never ceases to amaze me. Thanks to all.
Try the Delme quartet, instead of the more well known Emerson.... :)

The transcription is made by Robert Simpson a great English composer himself..... Delme quartet is astounding in depth and tempi....Hyperion....
Peter Warlock - The Curlew.  Particularly the Ian Partridge recording but that sounds rather dated. Mark Padmore’s recording is much more recent and you get Vaughan Williams On Wenlock Edge and some William Blake songs too.

Peter Hammill (solo and with Van der Graaf Generator) has some fine moments of misery. The tract “Out” from Out of Water, inspired by the death of his brother for instance and “My Room” from Still Life (VDGG) come to mind and the album Over (once you get past the first track). He can be something of an acquired taste though.

Another swan piece, this time Sibelius The Swan of Tuonela from the Lemminkäinen Suite  - play this at my funeral.

I forgot all slow movement of all Bruckner symphonies....Melancholy moving tides.... Among the more beautiful written symphonic works....
Mahler's 10th Symphony Adagio.  Led Zeppelin's Dazed and Confused. Not so much sad as a bout of rage & insanity.  Mozart's Symphony #40.  First movement of Tchaikovsky's Fifth Symphony.
Joni Mitchell can really add to a good downer.  Blue is titled Blue for all the right reasons.  One of my all time favorites.
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Great discussion---some of mine are:
-Pet Shop Boys - Being boring (remembering care free days of youth and friends dying of AIDS (1990)
-Michael Martin Murphey - Wild Fire
-OMD - The view from here
-Barber - Adagio for strings
-Phuong Medley - Green pastures
-Frankie Knuckles - Whistle song
I'm familiar with some of the music suggested, but not all. I made a mistake in my original post. It's "A Good Year for the Roses", not day. Man's wife is walking out the door and all he can think of is; Oh well, it was a good year for the roses. That's sad. What do you people do when you're not feeling good about your world? Do you listen to music that will help you bottom out before trying to scratch your way back up, or do you immediately reach for some bubbly pop tune like Taylor Swift or Beyonce? I just can't do that stuff, or country. No offense intended to any country music lovers.
This collection of Bach Cello pieces by Janos Starker is so dark for me that I can't listen unless I'm in the right state of mind, but man is it moving and beautiful.

If you like rock music, Wilco makes some great somber music.  A Ghost Is Born stands out, as well as Yankee Hotel Foxtrot.  
Starker and Fournier are for me the 2 best one....The two are unlimited depth....Good recommendation indeed....
Well where does "A Boy named Sue", fall in? He says he just about everything in the song, If I remember. Sad, then mean, then happy, then SAD again He still got stuck with the name SUE! His "Pa" was still a no account...
To top the WHOLE mess off, lost part of his EAR...

If losing a piece of ear qualifies as a “sad song”,  give Colorado Cool Aid by Johnny Paycheck a listen.   A sad song with an inspirational ending!
Hall and Oates - 70's Scenario
Jefferson Airplane - Lather
Seatrain - Creepin' Midnight 
Alice in Chains - Would? 
Beck - Round the Bend
Pretenders - Lovers of Today
A few off the top of my mind. There are many others.
Elgar, Elegy for String Orchestra.

John Dowland, Lachrimae, for consort of viols.

Dobrinka Tabakova, Concerto for Cello and Strings, middle movement "Longing".
I'm probably going to have to start a thread on the happiest music ever recorded to recover from all these sad suggestions. This appeal of mine to music that more accurately reflects life also applies to movies. I detest Hollywood feel good movies with happy endings. That could be a topic if we included discussions of the scores.
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if you are into this kind of music, these work well.

Beck- Sea Change
Jellyfish - Bellybutton
Portishead- Dummy
A lot of Alice In Chains
Thank you, @cal91. This is a great thread. Some of the grenade throwing on these forums can become wearying at times (most of the time), and then, reading the above, I am reminded yet again that the readers of these forums have an amazing collective knowledge about music, our raison d'etre. 
+1 for Barber, Johnny Cash's "Hurt" and Schindler's List
Satie's Gymnopédies fall into this category for me. Melissa Etheridge's "You Can Sleep While I Drive" has such sad, tragic yearning, in the same way Springsteen's "Atlantic City" is like a stab in the heart, at least to me. There is a lot of bourbon drinking music above. Thank you for the stocking stuffers.
rafevw...YES!! There are times on these forums when everyone comes together to contribute in a positive way (well, in this case a depressing way) and it feels good. It restores my faith in humanity. I used to tell my kids that people are just looking for a reason to be helpful and show kindness. All you have to do is be courteous and respectful. I wish I could live up to my own words at all times, but unfortunately, sometimes I fail.

mahgister, MC & others...Last night I listened to Bruckner, Diamond, Gymnopedies, Sea Change, Melanie, Pan's Labarynth, The Swan, Barber, I listen to Mozart's 40th at least once a week, Nimrod, Joni Mitchel's Clouds, Elger's Elegy. I had to go to youtube videos for many of them. I also listened to Joshua Bell's Romance for the Violin. I'm not a big Bell fan, and the recording is overproduced, but it has a lot of selections that fill the bill. I will continue trying to find other recommendations that have been made. Now I am sufficiently depressed and I thank you all for a job well done.
Some of my old reliables:
Mozart: Lacrimosa
Bach: Air on the G String, Largo ma non tanto, Cello Suite 1
Beethoven: Moonlight Sonata
Debussy: Claire de Lune
Handel: Largo
Chopin: Pretty much take your pick, especially Nocturnes
Liszt: Liebestraume
Schumann: Dreaming
Albinoni: Adagio for Strings and Organ
Delibes: The Flower Duet
Jeff Beck: Cause We've Ended as Lovers
Simon and Garfunkel: Scarborough Fair/Canticle
Greg Allman: Multicolored Lady
Van Morrison: Into the Mystic
Neil Young: Old Man
Stevie Ray Vaughn: Life by the Drop
Alvin Lee: The Bluest Blues
Peter Gabriel: Biko
Beatles: Eleanor Rigby, Yesterday
Lennon: Working Class Hero
Gordon Lightfoot: Circle of Steel
Dylan: It's All Over Now, Baby Blue, Tomorrow is a Long Time, I Shall be Released
rpeluso...Your message to roxy54 got me curious so I looked up "Lather". Brought back memories, some of which were quite illegal at the time. Also made me think of one of the band members Kaukonen? who later wrote "Genesis" which I would add to my list.
My daughter also says the same about my music tastes.....Erik Satie’s piano music is great for a rainy Sunday afternoon. Ralph Vaughan Williams', Fantasia on a Theme by Thomas Tallis is wonderfully evocative in a nostalgic way. Gorecki’s 3rd Sympathy is essentially classical Slowcore and unbelievably emotive....For more modern slowcore, Sun Kil Moon’s  - "Ghosts of the Great Highway" (2003) is hauntingly beautiful and has a strong melancholy touch in an early Neil Young kind of way. The whole album is a keeper but Carry Me Ohio and Duk Koo Kim are standouts. Also check out "Casimir Pulaski Day" from Sufjan Stevens’s album, "Chicago"; a simple tune that has the uncanny ability to result in copious amounts of dust getting into ones eyes.....
Judy Collins - "Send in the Clowns"
Fairport Convention - "Who Knows Where the Time Goes"
Harry Chapin - "Cat’s in the Cradle"
10,000 Maniacs - "Jezebel
Phish - "Dirt"

Seriously melancholy tunes

@mikeydred - good call on that Sun Kil Moon album
The smiths/ back to the old house
Jeff Buckley/ hallejuia 
Chicago/ if you leave me now 
cowboy junkies/ angel mine
Agree with mikeydread. Fantastic call. Sun kil moon is over the top. I can only listen to that album once a year. It haunts me every time. Especially duk koo Kim- due your research on that song and it’s even more haunting. Tragic
artist: Chicago
song: Wishing You Were Here 

I hope you enjoy this great song as much as I just did. 

Yup. Love sad stuff. Many songs connect with me too after PTSD and Clinical depression for 30yrs. (PTSD is controlled now and no depression either.) But that music and sad stuff generally still resonates way more than happy stuff - though clever funny lyrics are always appreciated. 
I went through many years of ignoring those sad songs thinking they tended to lower mood and metabolism.

However, during the lockdown I decided to build a playlist to keep those recreational walks and runs from getting too routine.

Surprisingly enough, they didn’t lower my mood. Quite often they had the opposite effect.

Here’s that list.

Sad Song Lou Reed
Alone Again (naturally) Diana KrallSend in the Clowns Frank SinatraBen Marti WebbBetcha By Golly Wow The Stylistics
Love is Strange (dub) Buddy Holly
Little Girl The Incredible String BandSenor Bob DylanHoney Bobby Goldsboro  On Days Like These Matt MonroYou Only Live Twice Nancy Sinatra
Once Upon a Time in America Ennio Morricone

If I want really dark, then there's nothing better than Joy Division.
Gloriously depressing.
twoleftears...A Cohen fan. I was starting to think I was the only one. He was an incredibly interesting person which his lyrics clearly show. I mentioned "Alexandra Leaving" in my original post. It's a beautiful song that has multiple possible interpretations. Who was Alexandra? His wife? His daughter? An affair? Another favorite of mine is: "Night Comes On" which shows the mental illness he struggled with and acknowledged in an interview I watched. I had never heard of Cohen until I watched the first "True Detective". I thought the theme song was interesting so I did some research. By the way, anyone who is only familiar with "Hallelujah" from "The Lion King" has never really heard the song. It was Cohen's song and Disney should be ashamed for letting anyone other than him perform it.

cd318...Cohen does a great song called "You Want it Darker" another example of his conflicted religious beliefs.
i long have thought "once i was" [tim buckley] was a breathtakingly sad song. listening to yoshikazu meru sing "solveig's song" in swedish, also made the waterworks work overtime. likewise with maria callas singing "o mio babbino caro." hers was a singularly sad-sounding voice. "somewhere over the rainbow" sung in "the wizard of oz" made me wanna get drunk and blotto. "everybody's talkin' at me" and "without you" by Nielson likewise. 
I should have spent the day with my family _ Avett brothers

John Wayne gacy - Sufjan Stevens (a song about a serial killer grim beautiful) 

Carissa - sun kil moon

Wall and Hallways - josienne clark

Bob Iver - wolves

In fact breakup albums are always a fave too, artists do magic when they are f***** emotionally