I love Depeche Mode. In particular I love their sad songs, and for me there is none sadder than Blasphemous Rumours, from 1984.
I don’t want to start any blasphemous rumours
But I think that God’s got a sick sense of humour
And when I die, I expect to find him laughing
If you listen to the whole song through, it’s a story of sadness, regret, irony and tragedy. A girl tries to girl herself, fails, and then finds redemption only to be hit by a car and killed.