As any fule kno, the Actual Saddest Song In The World is Take This Longing, by Leonard Cohen.
And everything depends upon
how near you sleep to me
Just take this longing from my tongue
all the lonely things my hands have done.
Let me see your beauty broken down
like you would do for one your love.
*is remembering icon and feeling a bit clichéd, but the second saddest song in the world is also an L Cohen song*