I have several:
BWV 82 - "Ich habe genug" - J.S Bach
Especially the Lorainne Hunt Lieberson version.
"Im Abendrot" from Four Last Songs - Richard Strauss
"Oft denk' ich, sie sind nur ausgegangen" from Kindertotenleider - Gutsav Mahler
I often think: they have only just gone out,
and now they will be coming back home.
The day is fine, don't be dismayed,
They have just gone for a long walk.
Yes indeed, they have just gone out,
and now they are making their way home.
Don't be dismayed, the day is fine,
they have simply made a journey to yonder heights.
They have just gone out ahead of us,
and will not be thinking of coming home.
We go to meet them on yonder heights
In the sunlight, The day is fine.
And in the non classical field:
I've Been The One - Little Feet
And I've tried everything that whiskey cures
But the pain endures
And now I'm feeling that pain
I put my pride in my pocket
That's how I'll spend my loneliest days
And it must be dust or smoke that's in my eyes
I think it's because I listened to it over and over after a serious relationship ended years ago.
Boulder to Birmingham - Emmylou Harris
You can tell that it's tearing her heart out when she sings it.