The Greatest Depressing Albums of All Time 

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A list of the greatest depressing albums of all time. When the chips are completely against you and when odds aren't on your side, you can listen to a record that you can relate to. In this case, if you're feeling down and blue, these depressing records can either make you feel better or at the very minimum, numb the pain you're going through. These are some of the saddest albums of all time, but they are also great records. Maybe these will make you feel better, but if not, you'll know that famous rock stars can put out their best material when they're depressed. Some of the most depressing albums of all time are also the greatest. (Ghostwritten by Leigh Whannell.)
XO is listed (or ranked) 1 on the list The Greatest Depressing Albums of All Time
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XO is the fourth studio album by American singer-songwriter Elliott Smith. It was recorded from 1997 to 1998 and released on August 25, 1998 by record label DreamWorks; Smith's first solo album on a major record label. Two singles, "Waltz #2" and "Baby Britain", were released. ...more on Wikipedia

Artist: Elliott Smith

Release Date: 1998

In Utero is listed (or ranked) 2 on the list The Greatest Depressing Albums of All Time
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In Utero is the third and final studio album by American rock band Nirvana, released on September 13, 1993, by DGC Records. Nirvana intended the record to diverge significantly from the polished production of its previous album, Nevermind. To capture a more abrasive and natural sound, the group hired engineer Steve Albini to record In Utero during a two-week period in February 1993 at Pachyderm Studio in Cannon Falls, Minnesota. The music was recorded quickly with few studio embellishments, and the song lyrics and album packaging incorporated medical imagery that conveyed frontman Kurt Cobain's outlook on his publicized personal life and his band's newfound fame. Soon after recording was ...more on Wikipedia

Artist: Nirvana

Release Date: 1993

Sea Change is listed (or ranked) 3 on the list The Greatest Depressing Albums of All Time
Photo: Geffen
This is one of those albums where, at first, it just seems like Beck is following his ever wandering muse again. There's been grunge-pop loops, Prince-style sex funk and Dust Brothers crackle-stomp. So then Sea Change comes along and you're like "oh, this is Beck doing his mellow country folk thing, how cute". 
Then you have a break-up.
Suddenly, this album comes into brutal focus. These are songs that only make sense once you've had your heart ripped out of your chest and spat on. There are no Radiohead style metaphors here in the lyrics - where instead of singing "She broke my heart", you sing "Photocopies burning in a cryogenic chamber" or whatever art school poetry Thom Yorke can muster. No, here Beck just sings what he feels in a very literal way and it seems trite and simple - until YOU are feeling what he's feeling. Until YOU have had your heart broken. Then, it's a cold funereal tonic of an album that lets you cry in the dark in your living room and know that you're not being cheesy and melodramatic because an artist as cool as Beck has felt the way you have before, and managed to record it. 

Artist: Beck Hansen

Release Date: 2002

Fevers and Mirrors is listed (or ranked) 4 on the list The Greatest Depressing Albums of All Time
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Fevers and Mirrors is the third album by the Nebraska indie band Bright Eyes, recorded in 1999 and released on May 29, 2000. It was the 32nd release of the Omaha, Nebraska-based record label Saddle Creek Records. The album was released later in 2000 in the United Kingdom as the inaugural release from Wichita Recordings. The album begins with a recording of a little boy reading Mitchell Is Moving, a book by Marjorie Weinman Sharmat. "An Attempt to Tip the Scales" includes what is ostensibly an interview with the band's frontman, Conor Oberst. However, Oberst has admitted that the interview was something of a joke, intended to poke fun at the dark tone of the album. Conor's voice is ...more on Wikipedia

Artist: Bright Eyes

Release Date: 2000