What do you listen to when you're bummed out? This is where music can be a very personal thing as you can't argue what someone feels listening to a song, even if the intended subject matter conflicts with how you interpret it. ("Under the bridge", and "Hurt" are two popular examples.)
For me the easy one to connect to are the ones played during a powerful movie (please don't reference Titanic
). I love "Magnolia" and the montage where they play Aimee Mann's "Save Me" as it really punctuates the scene. "The Bluest Eyes in Texas" played at the end of "Boys don't Cry" by Nina Persson and "Philadelphia" by Neil Young are others.
Other than that, off the top of my head, the Alice In Chains unplugged album is great Downer Rock. (I thought I was making that term up until it was pointed out to me that it was the moniker for Black Sabbaths' music years ago)