Clavis said:
Wow, that takes me back. Swans has some very ambient and very powerful stuff that would be great for background music to gaming. "Failure" is currently available on the album "Various Failures". Other songs off of that album that would work well are "God Damn the Sun" and "Picture of Maryanne". I would also recommend some songs off of "Soundtracks for the Blind", such as "Helpless Child", "How They Suffer", "The Sound" and "Minus Something". FWIW, Swans stuff is really best when listened too in the context of an entire album, and you could probably set up the album to run in the background, and work on timing the sad things to happen when the sad songs come on. If you can find a copy of it, the album "Anhedoniac" by Jarboe (one half of Swans, the other half being Michael Gira) is one of the most emotionally powerful albums I know.
From classical music, I would recommed James Barnes Third Symphony, "The Tragic" Op. 89. This piece was inspired by the death of Barnes's infant daughter Natalie. The first movement is probably the best for your needs.
For stand alone songs, I have a personal list of the saddest songs ever. They may not work for your purposes, since the sadness in them partially comes from things other than just the sound (i.e. the lyrics, the performer, the experience), but they are:
3. Rocketman by William Shatner
2. Mandy by Barry Manilow
1. The Dangling Conversation by Simon and Garfunkel