Cool song. Very beautiful expression. You can't tell a story like that any other way. Remember they changed the ending of The Burning Bed because they were afraid showing a conviction would discourage women trying to leave those kinds of situations.
But for sad, depressing music try Nick Cave!
They are all songs about death,loss,murder,sadness, and prison.
One of his songs 'The Mercy Seat' Which parallels a man on death row going to the electric chair with the Mercy Seat. The Mercy Seat is the top of the Ark of the Covenant where the angels wings touch, and the throne that Christ sits on for your final Judgement. Very dark, very cool. Johnny Cash even did a very respectful cover of it right before he died
Heck, another one is called, "The Weeping Song"
_________________
Pain and pleasure are the twins who slowly out of focus spin around us until we finally realize, that everything that gives us pleasure also gives us pain to measure it by!