The Queenstons - Our Special Place. There is no adequate and good version of it on youtube, so I'm just going to link the osu! map:
http://osu.ppy.sh/s/19536The song and its lyrics are at the very core of what sadness and depression convey. The feeling of everything being useless, and "this place [being] nowhere after all" and being "nothing [and] no one", compared to the rest of the world, and mostly, compared to the rest of the universe. Because in the end, everything is going to turn into nothing anyways, just by the law of entropy, and what our values mean and are now will not be of interest to anyone anymore when the heat death of the universe arrives, or similar scenarios.
This song portrays that feeling of "Memento mori" in one of the most beautiful ways I've heard so far. Yet it's only half depressing, and also gives you reason to think why it might not matter that much for you that everything's going to end, and why "[hiding] away to overcome the fears that ruin all the days" is alright, why you can still live your life, even if you know that the end will eventually come for you.
Bittersweet.