There are several bands called Sorrow:

1) Sorrow are a scottish Neofolk band formed by Rose McDowall and Robert Lee in 1993.
Discography:
LP:
1993 - Under The Yew Possessed
1999 - Sleep Now Forever
1999 - The Final Solstice (I/II)
EP:
2001 - Let There Be Thorns

2) Sorrow also are a Doom/Death Metal band formed in 1991 in New York, US. They play pure old-school Doom/Death in the vein of Winter
Discography:
LP:
1992 - Hatred and Disgust
EP:
1991 - Forgotten Sunrise

3)A Japanese Psycho band formed in 1999.
Discography:
LP:
2002 - Lagrimas de Maria
2003 - confusion
2005 - THIRTEEN:13
EP:
1999 - SORROW
1999 - MACARONI
2003 - TOKYO RODEO
Single:
2000 - Teenage Hero
2004 - Buddy
2004 - RIVIERA
DVD:
2003 - RODEO GIGs Nights
2004 - Night of confusion
2005 - NINE CLIPS
2005 - THE LIVE UNDERGROUND

These bands are the most popular, but Sorrow also are:

4) French Melodic Death Metal band formed in 1998.
Discography:
DEMO:
2003 - Until We Die

5) Alternative Punk/Rock band formed in Eslovenia.

6) Grundge band formed in New Hampsire in 2001.

7) Gothic/ambient band formed in Michigan.

8) Spanish Melodic Power Metal band formed in 2002.

9) Gothic Doom/Death band formed in Hungary in 2006.

10) Poland Doom/Death band formed in 1996.

And many more...