Yes, there is some great stuff listed here. (I get picked on for singing sad songs!) Can't understand the inclusion of "Carrickfergus" - great song, but not a tear-jerker. Guess this shows that sadness is in the ear of the listener.Now, my second pick for sad would be "Two Brothers", about the American Civil War.
My top pick would be Kris Kristoffersen's "Jody and the Kid".
This is all without going through the long list of songs I know. When I think of the oldies like "I Want a Pardon for Daddy", "Old Faithful", "Bridle on the Wall", "It's Been Lonesome in the Saddle since my Horse Died" (sorry, that last one is a cynical invention of a friend who disliked C&W)I wonder if any new songs can match the oldies for sadness. And what about some of the old English folk songs ( a few already mentioned) "The Four Marys", "The Unquiet Grave". AND I fully agree with the inclusion of Irish songs, particularly several from the various Irish uprisings eg "Kevin Barry".