If you found somebody else by SG Wannabe (OST Sad Love Story), Bad Woman and Don't love by FT Island, fate by Lee Sun Hee (OST The King And Clownn), Haru Haru by Big Bang - maybe it's don't sound sad but if you understand it's a very depressiong and sad song.

Like A Man, or Pi(Blood) from FTTS

se7en - i love you echos~

A little pain by Olivia

Lost - Erlend Bratland

I really like his voice (and version), it's ridiculously good. o_o And his English isn't bad, considering he's Norwegian.

Azure Ray-Across the ocean, Adultchild-Sad Thing, Rainie Yang-Take me away

I love Southborder's (Filipino band) Wherever You Are.
Also Jeong Jun Il's Time of Waiting (I'm not sure of the title), the one in the OST of the movie DoReMiFaSoLaTiDo.

metallica - One
martina mcbride - concrete angel

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megadeth - a tout le monde
evanescence - Hello, Haunt

so far....
my favorites sad songs are:
Inori- you raise me up
Tsubasa chronicles- You are my love -yuki kajura
Diamond crevase- ost macross frontier

there are a lot of other song but I have them only with asian writting
but anyway the most important thing is that I can listen the mp3