Belle and Sebastian, Jonathan David
The only thing worse than unrequited love: unrequired love when the object of your affection fancies your best mate. Got to love the understatement of "I thought she liked me but somehow I was wrong". BURN. (Also, I don't mean to be harsh but, based on this music, video, the girl made the right choice because LORD Stuart looks as good as he's ever looked).
The Cure, Boys Don't Cry
Sure, nine of ten Cure songs pretty much make me want to slit my wrists but this one lures you in with its jangly guitar and Robert Smith dance moves. Only halfway through do you get sucked into a massive downer without quite knowing why.
The Smiths, You Just Haven't Earned it yet, Baby
See above entry for The Cure's Boys Don't Cry. The perkiness of this song makes me want to dance, while the line "you must stay on your own for slightly longer" fills me with the simultaneous desire to drown myself in the bath.
Nina Simone, Love Me or Leave Me
These days you can humiliate yourself by sending a dozen crawling mails/texts/voicemails to the (indifferent) object of your affection, who will politely ignore them. On balance I think I prefer Nina's approach.