Wow, I'm a huge Green Day fan! I could really relate to music at times, so here are some songs I related to that describe my depression (or at least I listened to a lot when I was depressed and had emotional reactions to):
Jesus of Suburbia - Green Day
Homecoming - Green Day (especially the nobody likes you part)
Stan - Eminem
In the End - Linkin Park
Otherside - Red Hot Chili Peppers
Who Wrote Holden Caulfield? - Green Day
Restless Heart Syndrome - Green Day
When I Was Young - Blink 182
I might be forgetting some...oh well.
I wouldn't recommend listening to any of these songs while in a bad state. I know for me, it just made me feel even more terrible.