good call on Nine Inch Nails, "Hurt" too is such a sad song. i don't get why people prefer the Johnny Cash cover so often. Cash is a legend and will always be, but seriously, "Hurt" is a Nine Inch Nails song and only Trent Reznor can sing it with such conviction and pain in the vocals.
I would also say "William's last words" by Manic Street Preachers is very emotional, especially when knowing this was written by former bass player Richey Edwards shortly before he vanished (18 years later and still no trace, no clue about what happened to him). Hearing those lyrics sound like a suicide note he left behind before vanishing, but I think to conclude that is a bit simplistic. It may be just a farewell note that, due to the sadness in the words, sounds as a suicide note to those believing he is dead. But a lot of fans (including myself) still believe he's out there somewhere, hopefully living a happy life wherever he may be.
And as I stated in another topic on sad songs, "Like the weather" by 10000 Maniacs ... The song sounds danceable and uplifting, but the contrast with the lyrics couldn't be bigger. The sentiments in the lyrics are, to quote a line from the song, coal grey.
Also, Coil's cover of Tainted Love sounds like a long funeral march. Add the video with images of a terminally ill patient combined with occult images and references, and you get a very sad song with a very eerie video. (the video is not recommended for sensitive souls)
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Do what Thou wilt shal be the whole of the Law.
Love is the Law, Love under Will. And...
every man and every woman is a star
(excerpt from The Book of the Law - Aleister Crowley)
"Od lo avda tikvateinu" (excerpt from the Israeli hymn)