Bob Dylan has a slew of songs/stories about the country or South that would easily qualify. Most of them are ballads. Blowing' in the Wind surpised me a lot being in this category. For me, it was the companion to We Shall Overcome, the anthens of the civil rights movement. On its face, it is a bummer. It was sung defiantly, however, so I always viewed it as a very affirming song. I suppose many of his songs fit that genre. VEry sad on their face but also strong political statements.
Masters of War is one. I have a volume of his lyrics. Most of his sad songs are from his early years. He says it just doesn't flow out of him anymore. Chronicles is a great read. He talks about people not showing up for his concerts and yet selling out not for his music but his status as folk czar, generational spokesperson. Having attended Bangladesh where he took the concert from George Harrison to later concerts where we should have gotten refunds, he should attend his own concerts. I will never, ever forget Bangladesh. A few months later he did a commercial tour. He was abysmal.
A Dylan thread would be cool.