Yes another who would nominate Tess of the d'Urbervilles, it doesn't get much more depressing than hanging. A public hanging left a deep impression on Thomas Hardy which inspired him to write the book allegedly. I'd also recommend both "His Bloody Project" and "Alias Grace", riveting and depressing in equal measures with brutal murders at the centre of both books. Angela's Ashes a veritable catalogue of misery with flashes of brilliant Irish humour. Joseph O'Connor another excellent Irish author his "Star of the Sea" is one of my best books ever, it takes a good 70 pages or so to get into it, set against the Irish Potato Famine. Or for a more recent Irish flavour of utter misery, Liz Nugent excels with Strange Sally Diamond and my latest one by her Skin Deep. Khalid Hosseni's "A Thousand Splendid Sons" is another unhappy but affecting read. Atonement does pretty well in the miserable stakes and again a great book. My son tells me one of the best miserable books he's read is Alexander Solzhenitsyn's "The Gulag Archipelago".
I believe "A Little Life" out miseries them all, but I haven't read it, although I know fairly happy people who have.
Good miserable reading for 2026.