Billie Holiday

Miley Cyrus

Culture Club

Deerhunter.

ha

Thunderbolt Pagoda
Salamander

The Sound: http://www.youtube.com/watch?v=kpN11C4ygTg

Comsat Angels: http://www.youtube.com/watch?v=R-fa5oIB7Iw

Asylum Party: http://www.youtube.com/watch?v=MWy6o1VLVW0

Goth.

Hmm, mine would be

Hotel Bloedel by The Fall (yet it's kind of strangely warming in a wintry kind of way)
Johnny by The Violent Femmes (probably more moving to me as my name is Johnny, heh)
Watching Alice or Slowly Goes The Night by NC & The Bad Seeds (just sad)

Possibly anything by Tindersticks, although I sometimes find them strangely uplifting.

knife play by xiu xiu
closer by joy division
pygmalion by slowdive
the new swans album, my father will guide me up a rope....

actually i dont know what you mean by depressive? progressive depressing music or depressing progessive music? there is a huge difference...

a minor forests albums, any of them...flemish altruism for a start
throbbing gristles 20 jazz funk greats or greatests hits.
tubeways armys replicas


see i dont know where you are heading here...

Knox's band sound pretty much depressive from what I've heard.

actually yeeah....some of Knox's music is slow and quite depressing...but man does it sound beautiful.

Except my favorite song of her EP isn't really depressing at all.

thank you

I'm sure they've been mentioned, but slowdive's pygmalion is depressing as hell.

Also, Jandek can be the most depressive music in the world, though it can be also be hilarious.

Don't ask don't tell

Coil's cover of tainted of love coupled with the video is really bleak.

http://www.youtube.com/watch?v=eo3TUtRnZi4

The Smiths/ Morrissey in general.
Have you heard How to dissapear completely by Radiohead?