It isn't exactly the same as sad, but a very emotionally moving song for me is "Sweet Rose of Allendale." I cannot always finish the lines, "My life had been a wilderness,/Unblessed by Fortune's gales,/Had Fate not linked my lot to her,/The Rose of Allendale." The same is true of "I'll Take You Home Again, Kathleen", speaking to the universal theme of love and depression.