Love will tear us apart-Joy Division. The guy suicided shortly afterwards.
Hurt-Johnny Cash
Seasons in the sun- Terry Jacks. Sad and depressingly cheesy in a 70s way.
Fields of Athenry- the Dubliners.
Almost any country song, but for self indulgent misery try one of these-Home for sale or Buenas Noches From A Lonely Room by Dwight Yoakam, Whiskey Lullaby by Brad paisley and Alison Krauss, Travelling Soldier by the Dixie Chicks or even Jolene by Dolly Parton
Most Depeche mode songs.
Under the bridge-Red Hot Chilli Peppers
and of course the metallica ballads already mentioned + Fade to black, my friend of misery,the unforgiven..
Just off to take todays dose of escitalopram