Nice theme for a thread, but "sad" is a little too inclusive to me.
Good Thing Going is sad.
Not a Day Goes By is despairing.
What's the Use of Wond'rin' is sad and touching.
This Nearly Was Mine is despairing.
Send in the Clowns is sad.
Little Girl Blue (Rodger and Hart, 1936, Jumbo) is despairing.
When I was very young The world was younger than I, As merry as a carousel
The circus tent was strung With every star in the sky, Above the ring I loved so well
Now the young world has grown old
Gone are the tinsel and gold
Sit there, and count your fingers, What can you do? Old girl, you're through
Sit there, and count your little fingers, Unlucky, little girl blue
How could a soul as sensitive as Lorenz Hart have had no one who loved him?