A couple of my favourite acoustic bands are Midlake and Rogue Wave,Montreal's Amos the Transparent are also a super cool mostly acoustic band.

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'65 Strat,65 Mustang,65 Jaguar,4 more Strats,3 vintage Vox guitars,5 Vox amps,'69 Bassman with a '68 2-15 Bassman cab,36 guitars total-15asst'd amps total,2 vintage '60s Hammond organs & a myriad of effects-with a few rare vintage ones.

I highly recommend this fantastic Canadian band The Weakerthans, it's not all acoustic but they have a couple of melancholy songs, my favourite two are...

http://www.youtube.com/watch?v=IgJ6soX18R8

and

http://www.youtube.com/watch?v=xLlsjEP7L-k

OK the 1st isn't exactly acoustic but its a great song, check out some of their other stuff too, that goes for everyone.

try some of this http://www.youtube.com/artist?a=DAzbGYt ... ure=topics .a good scottish band

This may not be the kind of thing that you're into, but I'm a huge fan of City and Colour.
This is my favourite song http://www.youtube.com/watch?v=bUyQoHVgHu8
Good ol' Canadian boy!

Here's a friend of mine doing a live cover of Sweet Home Chicago a few years ago.

http://youtu.be/X9DsAUNUxK8

"Anathema" has some quite depressing songs with a few that are more rock oriented, but they are generally acoustic. quite good actually.

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