I, together with the help of my good friend Youtube, have compiled a series of songs that I believe fit the criteria of sad lyrics and catchy music. Also, I have finally figured out how to embed Youtube videos into my posts. Sadly, good ol' Youtube is an unreliable fellow these days, and I can't guarantee that the links to all of these videos will still work in the future. Therefore I will also give the title and artist for each one, in case you want to look it up for yourself.
First, I present The World Is A Very Scary Place, by The Gothic Archies. The Gothic Archies like lyrical dissonance as a group, and are always as depressing as they can be while still giving a fun song. Even their name is a combination of sad and funny; it's a pun on both "Gothic Arches", a form of architecture known for being fairly gothic, and The Archies, a teenage bubblegum pop band based off of cartoon characters. This song comes from an album of music for the similarly styled book series, A Series of Unfortunate Events.
The next one is I Feel Fantastic, by Jonathan Coulton. I think the video is much too happy. Considering the lyrics, this should be the most depressing song of the bunch. It's about a guy who's so hopped up on prescription drugs that he doesn't realize what a loser he is. Jonathan Coulton's a good artist. I should do a post about him sometime...
This one's Copacobana, by Barry Manilow. It doesn't need much of an introduction... just listen. Pretty catchy.
This one makes me laugh at the sadness. >:) Just the Girl, by the Click Five.