Demons Dance Alone was chock full of this. Standouts include the "Loss" section and "Make Me Moo."
"Animal Lover", from What Have My Chickens Done Now?, in which an army of bratty children pick on an old lady, getting harsher and harsher in their ways, until they successfully frame her for abusing them, which gets her hanged, to pieces like "Dead Men," My Window," and "Inner Space," in which a woman recounts her visits to a bitter, detached father spending his last days in a hospital, this is considered one of the band's more depressing pieces, from a time when they were at their most pessimistic.