For not so deep sad feelings, I suggest the homeopathic therapy:
turn sadness into melancholy with the help of very good sad songs
or songs with a deep meaning;
suggestions about the singers: Leonard Cohen, Nick Cave, Fabrizio de Andre`, Ivano Fossati.
Then breath deeply and try to plan something that will keep you busy.
Deep sad feelings in my view need a human being around, and maybe even a
good therapy; this unless they have an immediate cause, like a big change in life,
something bad happened, in this case the passage of time or counter-action within the limits
of the law would do.