Depressy McAwesomepants songs

Brother, can you spare a dime?  - And if you're going to listen to it, you might as well listen to Mandy Patinkin sing it :P

(From Wikipedia: "Brother, Can You Spare a Dime?", also sung as "Buddy, Can You Spare a Dime?", is one of the best-known American songs of the Great Depression. Written in 1931 by lyricist E. Y. "Yip" Harburg and composer Jay Gorney, "Brother, Can You Spare a Dime?" was part of the 1932 musical New Americana; the melody is based on a Russian lullaby Gorney heard as a child. It became best known, however, through recordings by Bing Crosby and Rudy Vallee. Both versions were released right before Franklin Delano Roosevelt's election to the presidency and both became number one hits on the charts. The Brunswick Crosby recording became the best-selling record of its period, and came to be viewed as an anthem of the shattered dreams of the era.)

The House of the rising sun -  This  gender-neutral folk song was popularized by The Animals. The version by Muse is pretty awesome, but I always like to hear a woman sing it.

(From Wikipedia: "The House of the Rising Sun" is a folk song from the United States. Also called "House of the Rising Sun" or occasionally "Rising Sun Blues", it tells of a life gone wrong in New Orleans. The most successful commercial version was recorded by the English rock group The Animals in 1964, which was a number one hit in the United States, United Kingdom, Sweden, Finland and Canada.)

Gloomy Sunday - Possibly the most beautiful and depressing song in the world. I give you the original Hungarian version:

(From Wikipedia: "Gloomy Sunday" is a song composed by Hungarian pianist and composer Rezső Seress in 1933, as Vége a világnak (End of the world),^[1] with alternate Szomorú vasárnap (Hungarian pronunciation: [ˈsomoruː ˈvɒʃaːrnɒp]) (Sad Sunday) lyrics written by László Jávor. The original lyrics depicted a war-stricken Hungary and a silent prayer to God. Jávor's lyrics are a mourning to a lost lover and a pledge to commit suicide to meet said lover again in the afterlife.^[2] It has become known as the "Hungarian Suicide Song" because many people have been found dead by means of suicide with this song playing.)