The entire concept of "Cry Baby" is inherently depressing, discussing the deterioration of an innocent girl who's presented with very adult situations.
- "Cry Baby" describes how sensitive the title character is as she tries and fails to hold back her Tender Tears, and she gets ostracized and bullied because of that. She also seems to develop some Internalized Categorism as a result. In hindsight, it's the beginning of her descent into madness.
- "Dollhouse" is a resigned description of the facade Cry Baby's family puts up to look perfect, but there are serious issues that aren't being addressed within.
- "Pity Party" shows how damaged Cry Baby's psyche is, as she slowly goes insane from loneliness.
- "Tag, You're It" is sad by virtue of the song describing Cry Baby's kidnapping. However, the song itself makes it worse, when the tone of the chorus turns into an exhausted and desperate cry for help, before ending on the calmer innocent tone and the background music winding down dissonantly.
- The video for "Milk and Cookies" shows Cry Baby as something of a slave to the Wolf, tearfully preparing cookies on his orders until she finds the poison.
- "Mrs. Potato Head" is more of a cautionary song, but it brings up the negative things about plastic surgery that aren't often addressed, like deterioration of the body and subsequently, relationships. The video makes it worse by showing a woman go through reluctant surgery only to be abandoned once the results are seen.
- "Mad Hatter" is depressing because Cry Baby is now insane, and doesn't care or want help. Looking back, the listener can see many points in her life where she could have turned out better, but that didn't happen.