REAL country music can be really depressing, have you ever heard Hank Williams? That man made some seriouse heartbreaking stuff. I would recomand that you try out;
I'm so lonesome I could cry - Hank Williams
I just told mama goodbye - Hank Williams
I dreamed about mama last night - Hank Williams
Lost highway - Hank Williams
Can't help to wonder where I'm bound - Johnny Cash
Hurt - Johnny Cash (It's a cover of NIN, but still)
I See a darkness - Johnny Cash
Sunday morning coming down - Kris Kristofferson
Help me make it through the night - Kris Kristofferson
When I Call Your Name - Vince Gill
He stopped loving her today - George Jones
If drinking don't kill me (her memory will) - George Jones
And, you should also check out Willie Nelson's newest album, it's called "Heroes". It's really great, he even does a cover of Pearl Jam and Coldplay.