You should come to Svalbard. It's the poor mans Antarctica.
It's definitely on the list. One day I hope to come across somewhere so desolate and depressing that I instantly drop dead from sheer despair. In the UK Port Glasgow does a nice job. I think some forgotten city in Siberia's going to do it.
There's a book called crap towns whose readers voted for the 50 crappest towns in the UK. Glasgow was voted joint fourth crappest with Edinburgh in 2004. If you want a crapper town than Glasgow try visiting Sunderland, Windsor, or Luton. The 2004 vote for the number one crappest town in the UK was Luton.
https://en.wikipedia.org/wiki/Crap_Towns1. Luton
2. Windsor
3. Sunderland
4. Edinburgh (equal place with Glasgow)
4. Glasgow (equal place with Edinburgh)
There might be similar crap town votes held in other countries that could tell you the most desolate and depressing places to visit.