There's an entire genre devoted to this: DSBM, or depressive suicidal black metal. There are plenty of great DSBM bands out there, like Happy Days and Thy Light, but I must warn you that they're not for people who don't like harsh vocals. You kind of have to be pretty deep into metal to truly appreciate it. Here's TotalSelfHatred, from Finland.
Here's some lighter fare. Still metal, and still sad:
And regardless of who you are, or what music you like, if you've ever seen Futurama this song will have you bawling.
Here's some lighter fare. Still metal, and still sad:
And regardless of who you are, or what music you like, if you've ever seen Futurama this song will have you bawling.