Flowers for algernon

Blindsight by peter watts(most fit for a grand scope tragedy)

Vortex by gaspar noe(a movie)

The tale of princess kaguya by Isao takahata

https://slatestarcodex.com/2013/07/17/who-by-very-slow-decay/

two arms and a head https://www.reddit.com/r/slatestarcodex/comments/lcwq2h/book_review_two_arms_and_a_head_by_clayton_atreus/

Eating Animals by Jonathan Safran Foer

Mono no aware by Ken Liu: https://www.lightspeedmagazine.com/fiction/mono-no-aware/

"Depressing" is maybe not quite right, but sorrowful for sure.

Mono no aware - Lightspeed Magazine

The world is shaped like the kanji for umbrella, only written so poorly, like my handwriting, that all the parts are out of proportion.

The Stranger (just read it, it's depressing)

Night by Elie Wiesel

Constance by Matthew Fitzsimmons

White Noise by Don DeLillo

Blindness by Jose Saramago

Laments and Confessions of Levina Finkelstein (forthcoming)

Nausea by Jean-Paul Sartre

The Seventh Continent (1989) - dir. Michael Haneke (beware - it's hardcore and really disturbing)

Zoo Station: The Story of Christiane F.

The Remembrance of Earth's Past trilogy (mostly the third book makes me sad)

Son of Saul (movie)

The road. Cormac McCarthy

Being and nothingness (both depressing and hard to read)

The Plague