I don't think it is just me, but music definitely has the ability to provide comfort to us when we need it 
And as someone who tends to keep their problems and scars to themself, music is something that I cannot see myself living without.
So as the title states, what song helps you overcome (or deal with) the feeling of sadness
Here are some songs that personally help me overcome sadness
sad anime endings are the best for this 
Depends, A friend recently told me to cry it out to "Marvin's Room" by Drake
I don’t listen to music when I’m sad or depressed, it just makes me more sad. I prefer exercise or journalling.
I'm sure there are more songs but one that pops up to my head is Suga's Interlude: Shadow.
Sometimes when i feel burnt out and tired, when I hear these lyrics, it makes me want to keep trying.
"That at times, your rest becomes your fall
Do you finally get it? That giving it your best effort every time is what it means to do your best"
for me it is depend on what kind of my problems. Then usually i search for ballad with relate lyrics
Some songs listened to many times before to feel better or fine with a past emotion:
Brand New Heavies - You Are The Universe
Carrie Underwood - One Way Ticket
Dianne Reeves - Better Days
Fitz and the Tantrums - Darkest Street
Incognito - True To Myself
India Arie - There's Hope
Sounds stupid but when I'm sad I listen to sad music and it make me happy 
if i'm sad then i try to listen to sad songs and just let it all out so i can clear my head and think clearly after.
mixtape #2-stray kids, mixtape #3-stray kids, 3108-ha hyunsang, fireflies-nct dream, puzzle piece-nct dream, red-the rose, shes in the rain-the rose, eight-iu x suga, grow up-stray kids, you can stay-stray kids, wishlist-txt, 9 and three quarters-txt, walk you home-nct dream, candle light-nct dream, let's go home-kim sejeong, astronomy-conan gray
basically my comfort playlist
i don't have the link to the video, but a"fter the storm" by kali uchis ft. tyler, the creator, and bootsy collins
dear by dreamcatcher too!
Usually I listen to a lot of sad music or something calming
Stuff like this 
POV by Ariana Grande is so soothing and comforting. It’s message is beautiful, and Ariana’s voice is like a remedy to my soul❤️ She’s my comfort artist, as well!
My Time by Billie Eilish is also a song that helps me deal with my lows. I just feel safe and warm when I listen to it, and billie’s angelic voice makes it 10 times more soothing❤️
Just remembered a good one:
P!nk - Misery❣️
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