Please don't list this on a work's page as a trope. Examples can go on the work's YMMV tab.
Tear Jerker: The Residents
Demons Dance Alone was chock full of this. Standouts include the "Loss" section and "Make Me Moo."
Animal Lover. From "What Have My Chickens Done Now?" and "Two Lips" (in which a mad rush to buy tulips leaves everyone with tulips and nothing else) to pieces like "Dead Men," My Window," and "Inner Space," in which a woman recounts her visits to a bitter, detached father spending his last days in a hospital, this is considered one of the band's more depressing pieces, from a time when they were at their most pessimistic.
The group's rendition of "Bury Me Not," from the Cube-E show.
The last two tracks from Freak Show. "Lillie" is about a young member of the audience who's so screwed-up mentally that she gives the performers the creeps, while "Nobody Laughs When They Leave" is comparatively, quite a Dark Reprise of "Everyone Comes To The Freak Show."
Everyone comes to the freak show to laugh at the freaks and the geeks Life is a lot like the freak show 'Cause nobody laughs when they leave.