The saddest song on earth is in french. For this reason, there is no good recording of it on youtube and anyway, it is impossible to fully understand why without understanding lyrics. It's called "Luelle Laurier" by "Les Cowboys Fringants" (It's not country btw, even if there is cowboy in the name...).
In english, I'd say Hallelujah by Jeff Buckley. Even if Cohen has the credit of writing it, he didn't have enough voice for it.