When I'm angry, recently it's been The Walkmen's album, Bows+Arrows.
The singer sounds so pissed off, bitter and moany. There's a lyric from The Rat in my signature.
Rival Schools' United By Fate is a good punk album for when you're angry.
Melancholic albums which are worth a listen:
Art Of Fighting - Second Storey
Damien Rice - O
Counting Crows - This Desert Life
Nick Drake - Pink Moon
Tom Mcrae - Tom Mcrae and All Maps Welcome
Pedro The Lion - It's Hard to Find A Friend
Lowgold - Backward From Square