What would you say is:
a) The darkest, most depressing song you have ever heard?
b) The darkest, most depressing album you have ever heard?
a) It would have to be "Hurt" by NIN. The Johnny Cash cover is pretty good, but the NIN version is infinitely bleaker.
b) I haven't heard that many albums that are generally very dark and depressing. That said, my pick would have to be "In Utero" by Nirvana (damn I love that album)