Do Schubert Lieder count? I'll assume not.
There must be mournful German folksongs—just read their fairy tales!
I'll ask my mom. She's German and a musician (more rock than folk, but she still might know) and would sooner choke on a Knackwurst than play Oktoberfesty stuff.
You could always transpose those cheery songs into a minor key—that would actually be really interesting to hear.
Well, if you consider Beethoven's Für Elise, it was composed in the key of A minor.
Yeah, the Horst-Wessel-Song...