The lyrics to "Mr Brightside" (The Killers) depresses the shit out of me.
No song can bring me to tears but that's one of the few songs that comes fucking close.
Its lyrics kill me because I can relate to them all too well.
But I hadn't experienced that situation for years since giving up the one I was crazy about but never had a chance with.
Now tonight, its back to haunt me.
Only this time crushes me worse, because this new girl I was more convinced I had a chance with.
Another song that has that power over me, for similar reasons, is "3 Libras" (A Perfect Circle).
When he gives up at the end and sings that second "Oh well,"
...that kills me every time.
"Oh well" indeed.
Listening to depressing music when you're depressed only makes the depression worse - but makes the music so much better.