I'm not too sure about the question.. but I'd try something by Tom Waits. Like, Alice, or Blue Valentine or something. Christmas card from a hooker in minneapolis from that album is a beautifully sad song.
It's just good anyway. you cant go wrong with Tom Waits.
hmm thats actually kinda hard. allthe ones that pop into my head first are definitely folky (ie: springsteen's 'nebraska', gillian welch 'time the revelator')
these are mostly moody and can be dark and melancholy as well, imo:
mad season- above. this is a BIG one, absolutely fits the bill.
any mark lanegan album, esp scraps@ midnight and field songs. hes VERY moody and dark.
the cure-disintegration
jackie greene-rusty nails (*kinda* folky country)
if you want one off songs, i can think of many more..