To wail is to let loose a long loud cry. If you're feeling truly miserable, take a deep breath and wail as loudly as possible.
When it comes to expressing unhappiness, wailing lies at the extreme end of the spectrum. So, it's best to save this response for life's most unpleasant moments — unless you're a jazz musician. In jazz terminology, wailing on one's instrument is actually a good thing. What's the connection between an eardrum-shattering expression of misery and a hot jam session? The answer to that question may depend on your personal musical preferences.