Hurt is one of Cash's saddest tbh. It lacks the insubstantially light-hearted streak that runs through a lot of the rest of his work, especially after his conversion to christianity.
I'm listening to Skyclad - Single Phial, and it's pretty sad. Not really on a par with what I've already said though. Skyclad too have a wry streak, although this song, as well as Cardboard City, Land of the Rising Slum (acoustic), The One Piece Puzzle, A Clown of Thorns, Womb of the Worm, Schadenfreude, You Lost my Memory and A Bellyful of Emptiness are all pretty sad in their own way, often with an edge of despair, anger or resigned resignation, always slightly softened by Walkyiers penchant for wordplay. Still, there's some wonderful moments. Like in 'A Bellyful of Emptiness':
"I've had a bellyful of emptiness,
I've got a pocketful of nothing at all!
In real-life fairy tales the frog stays a frog,
And the serving girl can't be the belle of the ball.
You're not the belle of the ball...
Get back in your cinders and CRAAAAAAWL!"