I'd start to list some of my favorite sad songs
Nobleman's Wedding
Palace Grand
Dearest dear...

but I'd never be able to stop, because there are so many.

And yes, Lakes of Ponchartrain is a traditional song.
Ellen Stekert got it from her source "Fuzzy"Barhight,
but it's in the lumbering tradition from others as well
all across the northeast.

I'm curious, what's the search for sad songs feeding?
A particular performance, or do you just like sad songs?
Almost anything slow tune in minor will feel sad, if that's what you're seeking.

best, Pamela