The saddest of all the Muses must be Melpomene, for she is the goddess that inspires the lore of tragedy.
Some examples can be found here:
One More Fortunate by Conal O'Riordan, a short account of the author's acquaintance with a WWI poet-soldier who wrote renowned anti-war poetry from his own experience, before his death in combat.
Another eye-opening, heart-rending glimpse into the soul of Harriet Beecher Stowe, the multi-faceted writer and activist, is shown in this poem.
Pietro Bembo laments on the loss of his friend here.
Another story that proves the power of good literature: The Cypress Crown by La Motte Fouque translated from the French by an anonymous or uncredited Dutch translator. The translation is a literal one, but despite the minor awkwardness (although it does add interest) of some of the phrasing, the story is still well told and evocative. It is proof that a great story can transcend language differences. The meaning here is not 'lost in translation' -- still eerie, still gloomy, still sad.
Rustic Chivalry by Giovanni Verga, a 19th century short tragedy. The translator from the Italian of Cavalleria Rusticana is unattributed as well -- another sort of tragedy.
PRESERVE thy sighs, unthrifty girl. To purify the air; Thy tears to thread, instead of pearl, On bracelets of thy hair. The trumpet makes the echo hoarse, And wakes the louder drum; Expense of grief gains no remorse When sorrow should be dumb: For I must go where lazy Peace Will hide her drowsy head, And, for the sport of kings, increase The number of the dead. But first I'll chide thy cruel theft: Can I in war delight Who, being of my heart bereft, Can have no heart to fight? Thou know'st the sacred laws of old Ordained a thief should pay, To quit him of his theft, sevenfold What he had stol'n away. Thy payment shall but double be: O then with speed resign My own seduced heart to me Accompanied with thine.
This poem was modernized by A. H. Bullen, from Musa Proterva: Love-Poems of he Restoration; London: privately printed; 1889, pp. 6-7.