Now you are probably wondering why he was called "Sad" Sam Jones. Well here's the story, via Baseball Library.
Bill McGheehan of the New York Herald-Tribune dubbed him Sad Sam because, to him, Jones looked downcast on the field. Jones told Lawrence Ritter that the reason he looked downcast was because, "I would always wear my cap down real low over my eyes. And the sportswriters were more used to fellows like Waite Hoyt, who'd always wear their caps way up so they wouldn't miss any pretty girls."