The saddest song I know is "Little Pal" (no other reference) recorded by Paul Robeson circa 1938 and included in CD volume REMEMBER RMB 75024.Sorry for bringing up Paul Robeson again, if it seems that my knowledge of folk interpreters is very limited, well, oops..it is ! But I admire Robeson !:)
"Little Pal" is the farewell of a man who parts, perhaps to prison, or to be executed. He says farewell to a little son. He begs him to be good to his mother, to be a better man than he is himself, and to remember his loving father even when he meets "another Daddy".
I think this is one of the few songs related to family love, and it is a very sad song indeed. I could never sing it.
Best regards - escamillo@ciudad.com.ar