I love sad music

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.

Tears from Heaven by Eric Clapton