On Cool Material there's a post of the saddest songs ever - "9 songs that will rip your heart out". Here's my pick of these 9 songs:
With my absolute favorite ofcourse ... Radiohead
The Antlers with 'Kettering' ... beautiful!
I've liked this song from the beginning 'Mad World' by Gary Jules:
And last but not least, a bit tacky I know ... Eric Clapton 'Tears in heaven'
Ofcourse these are just my favorites from this post, there are much more, perhaps I have to create a playlist on Spotify.