As has been mentioned, anything by Dylan, when performed by Dylan, great music and lyrics when performed by just about anybody else.
Harry Chapin deserves a mention..other than "Northwest 222 "most of Harry's songs tend to induce full scale melancholy.
"In the Arms of an Angel "...very popular at funerals for a while...until the meaning of the lyrics became apparent.
" Nobodies child "...
And, as also mentioned, the National Dirge...bad enough in the Summer, but when played / sung in the middle of a wet, cold, already miserable day, and you have no option other than to listen to it, if you were part of the proceedings as it were...instant depression. Compare it to the Welsh Anthem, or, yes I know, it's not the official anthem, but "Flower of Scotland " deserves a mention as both produce passionate renditions.