"No Quarter" by Led Zeppelin sounds sad in many parts. Especially the beginning. Close the door, put out the lights; no they won't be home tonight. Robert Plant's voice just sounds so sad in that song.
yes, a very cool song!
Also, i know this is wierd, but there's a DDR song called 'Moonlight Shadow" If you listen to the words, its very sad, but a kick @$$ song nontheless.
"The last that ever she saw him
carried away by a moonlight shadow
he past on worried and warning
carried away by a moonlight shadow
lost in the river last saturday night, far away on the other side
he was caught in the middle of a desparate fight and she couldn't find how to break through
The trees that wisper in the evening,
carried away by a moonlight shadow
sing a song of sorrow and grieving
carried away by a moonlight shadow
All she saw was the silouette of a gun
far away on the other side
he was shot 6 times by a man on the run
and she couldn't find how to break through
I stay
I pray
I'll see you in heaven
one day