Depends what you mean by depressing. But Lavender Town was for me since it was designed to be spooky and full of ghosts

Lavender Town is more creepy.

Ecruteak is kind of depressing with the Burned Tower, but that’s always got a happy ending.

I’m always depressed when I have to go into Lumiose City since it’s giant and annoying to navigate without using Taxis.

Oreburgh City.

It’s all dirt and industry.

The area around Fallarbor Town is one of my favorites, but the town is lame.

The most interesting thing there is the guy who teaches Roar

I don’t count the glass flute guy as in the town lol

I can’t think of the name off hand. But in gen 2 there was a town that burned down? Memory seems a bit fuzzy here. But I’d vote that