*I'm taking the song challenge to mean "of all time," not genre-specific. Any of these songs are subject to change at any time.
I have a lot of experience with this category. When I'm sad I usually listen to Elliott Smith or The Smiths, so here are two of my favorites.
I found a great piano version of "Miss Misery" which I'd never seen, but I'm glad exists. It's a nice non-guitar version.
There wasn't a good quality live video of The Smiths' "Please Please Please Let Me Get What I Want," so looking at the album cover will have to do. I've always loved this song. The lyrics fit the melody so well and you can hear the desperation in Morrissey's voice.
Somebody pass the Kleenex.
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