I recommend you see part 1 of my Depressing Shit series and read my original disclaimer here; now here's installment 11.
Just a lite version this time, because it's about time and you need to know what to avoid before it's too late.
movies:
All the Light In The Sky (haven't seen it, but the description is depressing enough.)
The Wolf of Wall Street (have seen it; depressing as hell.)
songs:
"In The Ghetto" by whoever
More depressing stuff: Read Part 2 here.
And here's Part 3.
And Part 4! Are you depressed yet?!
Part 5
Part 6
Part 7
Part 8
Part 9
Part 10
And as always, I welcome your suggestions for More Depressing Shit. Do comment, and I'll include any good suggestions in a future update.