Here's what I listen when I'm in a mood for sad, melanconic and yet beautiful music:
Hildegard von Bingen: Favus distilans - nothing else can calm me down like her music
J.S. Bach:St Matthew Passion, BWV244 & BMV140 - spiritual, I only like it preformed in German, the essence gets lost when performed in English.
A.Vivaldi: Four seasons - Autumn & Winter - I like them best preformed in E-dur...
W.A. Mozart: Nachtmusik - especially part 2 Romanze - Andante , one of the best compositions in classical music ever
W.A. Mozart: Requiem - especially Kyrie - it's sad but yet so powerful, one of my favourite
V. Bellini: Norma; Casta Diva - very melanconic, excellent vocal
ornamentation
G.Donizetti: Lucia di Lammermoor - masterpiece, one of my favourite operas
R.Wagner: Tristan & Isolda - don't listen to this if you're sucidial , actually I would recommend this only for die hard Wagner fans - not my preference
G.Puccini: Tosca; E lucevan le stelle - Cavaradossi's Act III aria - best opera ever in my opinion.
L. van Beethoven: moonlight sonata - a must
R.Schumann: In the Wonderful Month of May and his other similar compositions - nothing brings back my childhood memories like his music ^_^
That's it, I listen mostly classical music but I hope this will help