I don't like to call it depressing music, but more like Reflexive music, because it puts you in that mood that you look at your life and its goings dunno just my opinion, but heres my list:
Naked - Goo goo dolls
3 Am - Matchbox 20
Time after time - Matchbox 20
This years love - David Gray
The blower's daughter - Damien Rice
Over and out - foo fighters
Times like these - Foo fighters
Everlong(acoustic) - Foo fighters
November rain - Guns n Roses
Iris - Goo goo dolls
better days - Goo goo dolls
Black balloon - Goo goo dolls
Mr. Jones - Counting crows
Round here - Counting crows
Here comes horses - Tabitha's secret
Dreams - Fleet Wood Mac
Anything by Charlie Loop (its a not very well known band)
I've got more but i don't remember now, but if you like relaxing instrumental music i would recommend aything by Sigur Rós, a very good song by them is Hoppipolla.
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