i'll throw forward one heavyweight contender:

joy division 'closer'

the track sequence 'heart and soul-24 hours-the eternal' is surely one of the bleakest passages of music ever recorded, even regardless of the circumstances surrounding the album: listen to 'heart and soul' in a dark room and you can feel the hairs rising on your neck - it's the sound of someone staring right into the abyss (that bassline!). '24 hours' is almost like a breakdown set to music, alternately desperate and resigned, while 'the eternal' is the sound of unalloyed despair. we know that technically this song is about a young boy with an illness, but it's difficult to listen to it and not hear it as Curtis' farewell.

what about you? i could list more but it's more fun to let everyone else throw in their suggestions -