If you are a fan of Leonard Cohen then I suggest you give a good listen to two Jackson Browne albums. The first being For Everyman and the next being Late For The Sky. Both contain achingly beautiful sad music. In many ways I think the first side of For Everyman is the finest first side of an album ever written. And the classics on Late For The Sky will have you playing them over and over.
I love sad music
I'm talking about music that when you're feeling down will make you feel worse. I don't want uplifting or inspirational. Some of Chopin's more melancholic works can do it for me. I don't listen to country, but George Jones singing "It's a good day for the roses" is about as sad a song as you will find. Leonard Cohen's "Alexandra leaving" is another sad song. I have everything Davis and Coltrane recorded, so I'm looking for recommendations for the most beautiful but depressing music you've ever heard. I want to hear a violin, my favorite instrument, that will bring tears to your eyes. I know this is a strange request but some of the best music comes from dark places. Thanks