Some of these don't get me sad in a depressed way. More like sad in a "it reminds me of a good time that's over" way.
I agree with Wish You Were Here. It's just such a thoughtful song.
For such a usually upbeat band, Green Day have written some cracking sadder songs. Everybody's heard Wake Me Up when September Ends, Good Riddance and Boulevard, but some lesser known ones are great as well. Macy's Day Parade is one. Give Me Novacaine and Whatsername on American Idiot are good as well.
4am Forever on the lastest Lostprophets album really gets to me sometimes, as does Broken Hearts, Torn Up Letters.
A great majority of the songs by +44 make me genuinely sad, especiallu Cliffdiving and No It Isn't.