Tear Jerker / Flight of the Conchords

• The hero's misfortunes in "Hurt Feelings" are played for laughs, but the ones in the reprise... not so much. And even the ones played for laughs are still pretty sad. "The day after my birthday is not my birthday, mum!" Owtch!
• The only reason "I'm Not Crying" is so funny is because it's genuinely sad.
• After Murray realizes that the Tech Support Blonde he had a crush on, and for whom he was trying to write a song, has left the office, he sadly crosses out "hi" in his work-in progress song and writes "goodbye," segueing into the melancholy "Leggy Blonde."
• Murray returns to his old job after quitting to manage a different band not only to discover that his his angry resignation letter still left unopened on his desk, but that nobody even realized he was gone. The good news is he can return to his normal life without and baggage, but the bad news is it proves that nobody there cares about him.
• The Bittersweet Ending of the show sees Jemaine, Bret and Murray deported to New Zealand; however, with the Conchords back at their job as shepherds, they are still able to make music without added pressure to make money off of it.
• "Carol Brown" is both funny and sad at the same time, especially to anyone else who's been unlucky in love...though few would be unluckier than Jemaine.
• The protagonist of "Bus Driver" (a song which appears in the series only in instrumental form) forgets all about his tour when he sees old childhood flame Paula Thompson, leading to lyrics like: "Paula Thompson, nee Paula Wright / That's her old house, number 39 / Number 41 was mine / If this old coach could go back in time / I'd drive to 1979 / Take me back... / Take me back, take me back."
• Bret's insecurity about his body in "Bowie" is pretty sad.