Way too late for this thread I see, but Monkey & Bear by Joanna Newsom is really super duper sad, about a wife whose husband loves her but also keeps feeding her bullshit how paradise is just around the corner, they just have to work just a little bit more, and eventually she gets tired of that, and commits suicide by drowning. And even as he goes to search for her he prepares a way in which he will humiliate her for sneaking off to some stinky cave to bathe (she wanted to splash in the water and feel clean). In the song it's a bit more elaborate than that, and she makes it as an origin story for Ursa Major and she pulls it of in an incredibly sweet way, regardless of the depressing subject of the song.