One of the first albums I listen to every Christmas season is Elvis Presley’s “If Every Day Was Like Christmas,” an album that captures what my mother-in-law calls Elvis’ “warbling” stage. It is melodramatic and overcooked, and I love it. It is at once dour and delightful, which is how I like my Christmas music. 
I love straight-up joyful Christmas carols, too, and ridiculous songs like Bing Crosby’s “Snow.” But sad Christmas songs capture the lower register of feelings that usually accompany the season, from nostalgia and longing to frustration and winter flu. 
Below you’ll find my (Elvis-heavy) list of Top Ten Delightfully Depressing Christmas Songs. This list avoids the many, many intentionally creepy Christmas songs. Well, mostly–the last entry requires some explanation, which you’ll find at the bottom of the post.  
Be sure to tell me what I missed!

1. Blue Christmas – Elvis Presley version 

2. Do They Know It’s Christmas? – Original Band Aid version
3. The River – Sarah McLachlan version 
4. Last Christmas – WHAM! 
5. Happy Christmas (War Is Over) – John Lennon version
6. Holly Leaves and Christmas Trees – Elvis Presley 
7. Christmas (Baby Please Come Home) – U2 version
8. It Won’t Seem Like Christmas Without You – Elvis Presley version
9. I’ll Be Home on Christmas Day – Elvis Presley version
10. Baby It’s Cold Outside – Leon Redbone and Zooey Deschanel*
*This is a recent entry to my list, because the other day a friend sorta ruined it by pointing out that this version with Zooey Deschanel and the legendary Leon Redbone has a whiff of Lolita about it. His aging voice combined with the young chanteuse gives a nasty edge to lines like “My mother will start to worry / My father will be pacing the floor.” It also sounds like he’s trying to get her stoned: “Say, what’s in this drink?” Also, Wikipedia notes that Sayyid Qutb, the Islamic intellectual who attended college at the University of Northern Colorado and whose writings helped shape modern-day Islamist terrorism, cited the song as part of his critiques of the moral failings of Americans. 
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