Funkadelic's "Maggot Brain" is the saddest song I have ever heard. As legend has it, George Clinton told Eddie Hazel to "play as if his mother had just died." I can't sit in a darkened room and listen to that song without bawling.
Apocalyptica's rendition of "Nothing Else Matters" (yeah, Metallica is kinda cheesy, but it sounds ALOT better played on cello)
Boards of Canada's "Everything You Do is a Balloon"
Cash's rendition of "Hurt"
Be careful man, music is powerful stuff and can really fsck with your head.