Five Is the Loneliest Number: Molina (far right) needs a full band to express his emptiness.

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Jason Molina has spent more than 10 years, two band names, and about two dozen albums writing the kind of songs that Europeans want to hear about America and that most Americans never want to hear about themselves—sad songs about hardship and poverty steeped in gothic Americana and blue-collar duende. So unless you’re German and worship Townes Van Zandt more than most Texans do, your tolerance for Molina’s latest moniker/band, Magnolia Electric Co., and its sprawling new box set, Sojourner, hinges entirely on how much heavy emotional weight you’re willing to carry.

Box sets traditionally serve two purposes: They conveniently encapsulate an artist’s career highlights (Jimmy Buffett’s Boats, Beaches, Bars & Ballads), and they signify an artist’s arrival into the canon (Joy Division’s Heart and Soul). But Sojourner is simply, for better or worse, the only vessel large enough to hold the entirety of singer/songwriter Jason Molina’s most recent dour output. It contains three full-length records and an EP of unreleased music, a DVD tour documentary, and a commemorative medallion. (Perhaps you can wear it around your neck to ward off happiness.) The four music discs—Nashville Moon, Black Ram, Sun Session, and Shohola—are drawn from four recent recording sessions and three different lineups of the band that range from no-frills rock to nonprescription psychedelic exploration.

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Molina has a Midwestern slowcore pedigree—his early band Songs: Ohia dealt in spacious indie rock—but his best songs transcend that genre’s librarian pallor. Nashville Moon shows how he pulls it off: Recorded by Steve Albini with the Magnolia Electric Co. touring band, the disc is Molina at his least pretentious, using simple conceits and borderline clichés to anchor soulful balladry. On “Don’t Fade on Me,” he hangs a simple lyrical hook over three or four open guitar chords, building steam until he drives the full-band crescendo, singing “I thought that no one would live for nothing now/Even Christ stayed until he had run out of time/But you faded on me.”

Similarly, on “Lonesome Valley,” he slips obscure and pathos-ridden imagery into a tune that, stripped of its lyrics, could sell Budweiser. Unabashed riffing is permissible in his world, but so is a line like “Out here the ghost wears the feathered crown/Of blues and the sickle moons/To watch over all the lost horizons/Over the lonesome valley,” which Molina sings over an appropriate saloon piano accompaniment. It’s as if Leonard Cohen were being backed by the Silver Bullet Band.

If Nashville Moon is the fun night out on the robotic bucking bronco, Black Ram is the whopping, nightmarish Sam Shepard hangover that shows up in the morning begging you to start popping SSRIs. Recorded at the Richmond, Va., studio of Camper Van Beethoven’s David Lowery with an entirely different backing band (including violinist Andrew Bird), the disc is Molina at his most difficult and temperamental. Moody, muddy, and reverb-soaked, its nine songs are almost unrelentingly bleak. “Sing our hymns and haunt us time/Our ghost town waiting now/Your heart brings in ship’s bell time/Goodbye my love, goodbye,” sings Molina on “Will-O-the-Wisp.” The song’s sea-dredging rhythm threatens to give up every four beats while forlorn strings moan gently in the background. The song isn’t out of character with Molina’s early work as Songs: Ohia, but it sounds a tad overdramatic set against Nashville Moon.

On “What’s Broken Becomes Better,” the band at least manages to muster a modicum of energy, kicking off with a sizable stoner-rock riff before relenting to Molina’s glum sentiments. “I learn to trust anything but love/The fight’s not just in the blood/It’s in the dawn and in the dust,” he sings, adrift on a dark sea of vague lyricism and overpowering earnestness. But Black Ram isn’t just a downer; it’s a loose and unformed record. Songs like the title track seem aimless and jammy, unsure whether they’re supposed to end or descend forever into a bottomless void of heart-on-sleeve scribbling and atmospheric reverb.

Sun Session swings back to the other end of Jason Molina’s moods. The four-song EP shares the same band as Nashville Moon, as well as a similarly delicate, soulful feel. Recording at the studio that hosted Elvis, Jerry Lee Lewis, and Roy Orbison is not without pretension, but songs like “Talk to Me Devil Again” have the warmth and melancholy of Gram Parsons–era Byrds.

Sojourner’s final disc, Shohola, is Magnolia Electric Co. at its simplest: The songs feature only Molina, an acoustic guitar, and a microphone, singing deep and pastoral hymns like the plaintive “Shiloh Temple Bell.” But if you can’t suspend your disbelief and make Jason Molina your own personal alt-country martyr, Shohola is the most grating disc of the set. Without Nashville Moon’s sheltering boogie, Molina has nothing but bleak lyrics like “We turn life and death around/Who each have earned our pain/God is not gone but is not sure/How we earn this thing that can stay ours.”

As a songwriter, Molina clearly reveres Hank Williams just as much as modern Nashville. But unlike Toby Keith, Molina has never been shy about saying exactly how he feels—­even if how he feels is often bombed-out and shitty. Which isn’t to say that Jason Molina is more authentic than Nashville; he isn’t. He’s just willing to be more depressing. But that kind of emotional intensity and willingness for self-sacrifice is rare in country and folk—or at least rarely performed with Molina’s skill. All that pathos is heavy, but it’s worth picking up.