"Lately" is a ballad about someone worrying that their lover is in love with someone else with the implication that it's true. It's sung so eloquently and emotionally that it's hard to not sympathize with the situation.
"Living for the City" tells the story of a black man's life growing up in the South before moving to New York to live a new life, but he's promptly arrested for a crime he didn't commit and sent to prison for ten years because of it. It's abundantly clear that even after leaving prison, he's disillusioned and destitute.
"Never Dreamed You'd Leave in Summer" comes from before his classic era but still sad nonetheless. There's a reason it was used for a pivotal emotional scene in the film Poetic Justice. Wonder later preform the song during his friend Michael Jackson's memorial service, holding back tears as he played.
"Part-Time Lover" is very upbeat but the lyrics are about a man cheating on his wife and then finding out she was cheating as well. Their marriage is pretty much ruined.