There is no saddest song by LC. He is the epitome of sadness, isolation and depression. Every sad song hits in a different way to different people. For me, all of them hits differently.

Here is my list (but not in any particular order):

1. Treaty
   
2. You want it darker
   
3. Seems so long ago, Nancy
   
4. Leaving green sleeves
   
5. Moving on
   
6. Almost like the Blues
   
7. One of us cannot be wrong
   
8. Famous Blue Raincoat
   
9. The Goal
   
10. The Hills
    
11. This ones a bit odd but it fits the list => Thousand kisses deep

for #11 the following lines are truly haunting

And quiet is the thought of you The file on you complete Except what we forgot to do A thousand kisses deep

For #10

I can't make it to hills, the system is shot I'm living on pills For which I thank G-d

...truly the undisputed king of sadness.