If you looked at my most listened to music on my iPod, you'd probably assume I was emo, haha. I just happen to really like rock music in minor keys with a dark feel to them. I actually prefer listening to sad music when I'm happy, because when I'm sad it just makes it worse but when I'm happy I can feel the emotions the sad music inspires without it ruining my mood. If that makes sense.
Some of my favorite darker groups are Evanescence, Seether, Disturbed, Breaking Benjamin... I'm sure there's more. Evanescence's "Like You", "My Immortal", and "Hello" are pretty sad and intense. James Taylor's music makes me cry sometimes

Pink Floyd's "Comfortably Numb" and "Hey You". Anything by Staind, haha. Metallica's "The Unforgiven".
That's all I have for now.