One of my favorite depressing songs is "Goodbye" by The Corrs, originally found on their album, "Borrowed Heaven".

There are several reasons why I find the song depressing and alluring. Even though the song is about the passing of someone near and dear (the subject of the song is the mother of the siblings Corrs), I find the tone, emotion and harmony to have the most effect on me.

The version of "Goodbye" that affects me the most is the live version found on their "All The Way Home: Live in Geneva" DVD. The emotion that is carried in that version and the haunting ending of the song while the members leave the stage for the encore really hits me hard.