I was hoping someone could give me names of some depressing musical artists. I.E. evanescense or the rasmus

Here are some off the top of my head:

Nine Inch Nails
Stabbing Westward
A Perfect Circle
Korn
Nirvana
Staind
Seether
Alice In Chains
Pearl Jam
Stone Sour

Is it bad that I love all those bands? Lol

The most depressing thing about those bands is that just about every one of them is either not a band anymore, or they have lost members that could never be replaced. And no, it's not bad that you like them. Depressing music actually helps me feel better and cope with situations.

Coldplay
James Blunt

Radiohead have to up there with the best depressing bands.

The Used- I think you'll like them based on the two bands you said.
If you like the Rasmus definitely listen to HIM as they stole everything off them (and didn't do it as well in my opinion!)
You should also check out Alkaline Trio, the album good mourning has the same gothic darkness as HIM and the Rasmus but is more punky.

Marylin Manson isn't very depressing but is worth a listen. He has a really good dark humour.

If you like indie listen to Morressey.

If you really hate your ears and are tone deaf listen to Leonard Cohen by far the most depressing music in the world. Even I can't listen to that.