A few months ago, I got into a correspondence with a commenter on the blog about the late chanson singer Megumi Satsu（ 薩 めぐみ）which resulted in kindly receiving a lot of samples of her work. My friend was also kind enough to send me an album titled "Sombre Dimanche" or as it is called in Japanese "Kurai Nichiyobi" (Gloomy Sunday). The CD consists of different takes by Japanese artists on this song which was first published in 1933 by Hungarian pianist and composer Rezső Seress. There are some great rock versions, an operatic version and a couple of spoken-word covers by the aforementioned Satsu and Mari Natsuki（夏木マリ）.
There is an article on Wikipedia about this song which has also garnered an unfortunate urban myth (and I emphasize, it is a myth) and secondary title as "The Hungarian Suicide Song". Seress had originally written the ballad to illustrate the horrors of war but later on the poet László Jávor added his own lyrics to the song in which the protagonist wanted to kill himself after his lover had died. Its reputation spread worldwide in 1941 after the legendary Billie Holiday released her version.
However some years before that, there was a Japanese version by the late Noriko Awaya（淡谷のり子）, the Queen of Blues, titled as "Kurai Nichiyobi" which came out in 1936. Personally, there was probably no one better suited to sing this than Awaya since according to her biography, she went through some tough times as a young girl, and as someone who used to see her only on variety specials spitting a lot of venom on various topics, I thought she had kept a lot of bitterness throughout the decades.
I also came across "Kurai Nichiyobi" as performed by blues singer Eiichi Arai（新井英一）and was struck by the rasping power of his voice. Born in 1950 in Fukuoka as a Korean-Japanese citizen, his love for the blues was born while he was working as a teenager on an American base in Iwakuni City, Yamaguchi Prefecture. In 1995, he won a Japan Music Award for his debut album "Chon-ha e no Michi~48-ban"（清河への道～48番...The 48 Verses of the Road to Chong-ha）.
Once again personally speaking, I don't find "Kurai Nichiyobi" particularly depressing at all; just beautifully sad.