"End of My Rope" by Biohazard nails the psychology behind this trope pretty well, which lines such as "The pain inside surrounds me", "I find myself alone and scared / in a world where nobody cares" and "The tears I've cried have left me blind".
The subject of the song "Inside the Fire" by Disturbed. Based on a true story in the lead singer's life.
Close to half of defunct Finnish metal band Sentenced's studio output dealt with the subject (the other half, back when Taneli Jarva was fronting the band, tended more towards killing things other than oneself). Then again, with songs like "Excuse Me While I Kill Myself", "Consider Us Dead" and "End of the Road", it's kind of their thing.
The 17-year-old runaway girl protagonist of Marillion's Concept AlbumBrave endures alienation, abuse, betrayal, addiction and rape and ends up killing herself although it's quite ambiguous.
Nerd Core artist MC Lars wrote a song called "Twenty-Three" about a real life friend named Patrick Wood who drove himself to suicide.
"The Wedding List" - A couple is about to get married until some guy shoots the groom. The bride-to-be hunts the killer down, then kills herself. She was unknowingly pregnant, which means that four people were killed.
Subverted in the song "Spring" by Rammstein. A man goes on a bridge to admire the view, but a crowd forms, thinking he's gonna jump. In the end, the man gets pushed off by an impatient bystander hungry for blood.
In Havalina's "Bullfighter", after the matador of the title is beaten and humiliated in the ring, "He couldn't take another day, he went up to the highest roof and flew away."
The Third Eye Blind song Jumper is about the singer trying to convince his friend not to go through with the latter's attempted suicide. It was also featured in the film Yes-Man.
The Rasmus' song ''No Fear'' tells about a suicide of an unnamed girl: "Girl, your final journey has just begun, your destiny chose the reaper." and "Girl, close your eyes for the one last time, sleepless night from here to eternity" are just a few bits from the lyrics.
AFI's Miss Murder tells a story of celebrity who committed suicide after his downfall. Sample lyrics:
The stars that pierce the sky
he left them all behind.
We're left to wonder why
he left us all behind.
Hey Miss Murder, can I (2x)
make beauty stay if I take my life?
"The Perfect Kiss" by New Order is about watching a deranged friend take his life. "Told me not to see his gun... The perfect kiss is the kiss of death". Possibly based on the real-life suicide of Ian Curtis.
"Another Day" by Ray Wilson is about the suicide of one of Ray's school friends:
I don't like this place at all
Makes me wonder what I'm here for
Someone take this pain away
Dying to see another day
And I don't want to be your friend
Or pretend I can fit into
I'm incensed, I'm blown away
Dying to see another day
Kix's "Don't close your eyes" features a person who angsts about a troubled friend's possible suicide.
"Torn" by Seabound is told from the point of view of someone who has just slit their wrists, secretly hoping to be saved at the last second by the person he loves/is obsessed with. Sadly, as lyricist Frank Spinath makes clear on the band's website:
SHE will not burst through the door.
SHE will not call.
SHE is not thinking of you right now.
SHE won't even move.
SHE NEVER DID.
Voltaire's Underground, about a man who kills himself by jumping after being viciously rejected, and apparently jeered at, at a cafe'.
Six feet of earth Above my head keeps me safe from what she said Six walls of wood to keep them out the smart remarks, the screams, the shouts They scream, they shout There's only one way to drown them out I hear your voice I hit the ground
The Insane Clown Posse song "Suicide Hotline" has Shaggy as a hotline operator trying to talk down a suicidal Violent J, who has a long list of reasons why he wants to die. The song ends with J getting a call on the other line from a woman, who makes comments implying she wants to have sex with him and gives him a reason to live for at least a few more hours.
Nas's "Undying Love" has Nas playing a man who comes home from Las Vegas to find his wife cheating with another man, and concocts violent revenge on the pair with a friend. Things take a downhill turn as the two burst into the house, and Nas's character shoots his wife dead by accident. As the police surround the house, he falls into despair, and shoots himself dead.
Apparently an Author Appeal subject for Cheap Trick, as it's not uncommon in their lyrics. Full-song examples include the following:
"Oh Candy", which is a tribute to a friend of the band who had committed suicide.
Emilie Autumn has written a lot of songs about suicide ("The Art Of Suicide", "Shalott", "Opheliac", "306", ""Dead Is the New alive").
David Bowie's "Jump They Say" is about a man who is...different from others mentally, and the victim of a world that refuses to help him, even encouraging his demise. The music video makes the story more specific — Bowie plays the protagonist as a businessman who is taken captive by his suspicious peers and given electroshock therapy; if they intend it as a cure, it doesn't work (or even backfires) as he jumps from the top of the office building to his death afterward. Sad to say, this 1993 song has a Reality Subtext — it's inspired by the 1985 suicide of Bowie's schizophrenic half-brother Terry.
The video for Roxette's Anyone features a character who decides to leave her hotel room, walks along streets to the beach, and decides to drown herself. She is later rescued by the medic.
"The Ledge" is about a man who kills himself by jumping. The song never explicitly states his reason(s) for killing himself, but it implies that he feels ignored by everybody including "a girl that I knew once years ago".
The demo version of "Can't Hardly Wait", recorded for the album Tim, featured alternate lyrics that were more blatantly about suicide. It's possible the lyrics were toned down a little for the version heard on Pleased To Meet Me simply because that album already had "The Ledge" on it.
Steely Dan's "Don't Take Me Alive" is about a small-time crook who is Driven to Suicide by Cop (by creating a hostage situation/bomb threat in a bank, apparently) when he "crossed his old man back in Oregon".
At the climax of Quadrophenia by The Who, the protagonist is on a rock in the ocean, debating whether to jump.
In Calexico's "Not Even Stevie Nicks...", the protagonist has "a head like a vulture / and a heart full of hornets", so "he drives off a cliff / into the blue, into the blue."
Julia Nunes sings about a girl in "Stairwell" who seems to be dead note "There's a body in this stairwell, call the cops I think she's dead" and admits in the end: "perhaps I didn't trip [...] standing at the top [...] It's been so hard to just keep living so I thought it might be worth it"
The Rock Opera "2112" by Rush (specifically Part VI: Soliloquy). The protagonist, overwhelmed with despair that life under the repressive Solar Federation can never be anything like the visions of The Elder Race of Man from his dreams, takes his own life... whereupon the Elder Race appears and overthrows the Federation (according to Word of God).
Just think of what my life might be
In a world like I have seen!
I don't think I can carry on
Carry on this cold and empty life
My spirits are low in the depths of despair
Pete Wentz, bassist and lyricist of Fall Out Boy, wrote two songs about his suicide attempt: "7 Minutes in Heaven (Atavan Halen)", and "Hum Hallelujah". From the latter:
Sometimes we take chances
Sometimes we take pills
I could write it better than you ever felt it!
'Stole' by Kelly Rowland concerns a social outcast kill himself in a bathroom at his school, the aftermath, and the girl who heard the gunshot.