Mika Nakashima: Sakurairo Maukoro
Utada Hikaru: Distance

Get better soon! :yes

hitomi - flow

besides loads of Ayu's songs that I could recommend (like forgiveness, HANABI episode II, Daybreak, part of me, teddy bear, SEASONS, Jewel, Moments, SCAR, A Song for XX...), you should listen to
Hitomi Shimatani - Salvia, Sara souju, Mahiru no tsuki, TORAKIA no ONNA, Ai no uta
BoA - JEWEL SONG, Winding Road <3, A song with no name, Everlasting
Erika for Kaoru Amane - Taiyou no uta
YUI - Goodbye days, TOKYO, I remember you, Namidairo
Maaya Sakamoto - Another gray day in a big blue world, Cloud 9, Loop, Danielle
Ami Suzuki - Like a LOVE?
Ai Otsuka - Kingyo Hanabi, Planetarium, Cherish, yumekui, Kurage Nagareboshi
BONNIE PINK - SOULdiers, Chances Are
melody. - fragile, Close your eyes, LOVE story
sweetbox - Here on My own (Lighter shade of blue), Everytime, Read My Mind, Far away
ELLEGARDEN - Missing, Middle of Nowhere
Angela Aki - Kodouku no Kakera
etc. :D

Here's just a few. I kept it mostly to english songs since this was the general music section, but i couldn't leave out those two from X japan.

Nightwish - Eva
Fiona Apple - Never is a Promise
X Japan - Endless Rain
X Japan - Without You
Nerina Pallot - Idaho (I really love the lyrics to this one)
Kerli - Love is Dead

The songs that are sad to me...
English:
Belinda-Angel (well actually, this one's in Spanish)
Kelly Clarkson-Breakaway (dunno why I find it really saddening)
Utada-Kremlin Dusk

Japanese: (not sure if all the lyrics relate to sadness, but they make me sad)
Hitomi-hateshinai kanashimi
Yuki-Prizm
Misia-hatenaku suzuku story
Namie Amuro- Can you celebrate?

EVANESCENCE
Hello --> I always cry when I listen to it!
Breathe No More
Missing

Linkin Park
My December --> Very Slow n Emotional

Namie Amuro
I Have Never Seen(LOVE ENHANCE version)

I dont think CAN U CELEBRATE is a SAD song +_+! And also the ALBUM/SINGLE version of it is terrible!

T_T such sad songs. i got to dl the ones i don't have. thanks all.

i'd like recommendations that have something to do with distance and longing for someone and/or with pain that is overwhelming and/or involving apprehensions.

let them keep on coming guys! we should have our own international radio station for requests b/c we're so good at finding songs! (i wish)

Night Blackmore
Wish You Were Here <---I love this song especially when I have to stay away from my love ones!

Christina Aguilera
Save Me From Myself

ATEEN
Heartbreak Lullaby <-- Not really SAD but...well...

Perfect - Simple Plan
Nobody's Home - Avril Lavigne
Somebody's Watching Over Me - Hilary Duff

Over Night - Aya
Find The Way - Mika Nakashima
Shell - Bana
Kuroi Namida - Anna Tsuchiya
Rewrite - Asian Kung-Fu Generation
Goodbye My Teenage - Miliyah Katou
A Little Pain - Olivia

Rie Tanaka - Fields of hope
Olivia - If you only knew
Olivia - Winter sleep

how about enya? her music is relaxing

try orinoco flow, anywhere is, book of day, only time, wild child etc

OMG!!!, Adele's Chasing Pavements...:)