Though you asked for an example... but maybe its best to show a counter-example instead? Here's the Imperial Death March played in a Major-scale, instead of a minor scale.

https://www.youtube.com/watch?v=B9MShtCg4fk

If everything was in an 8-note (no accidental, transpositions only) measure, they'd sound like "Vader's redemption".

To sound sad, you MUST shift to a minor key. A minor key has sharps and flats to create tension. Any "sad sounding" song cannot be properly played in a major key.