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Tear Jerker: Current 93
"Sleep Has His House," a rather downcast List Song, concerning that which death itself renders meaningless. The studio version, from the album of the same name, is particularly hard-hitting, as it's lead up to by a very long, almost heaven-like harmonium drone that makes great use of Looped Lyrics.
The Inmost Light has a few doozies:
"The Bloodbells Chime," which states the Awful Truth that innocence, once lost, is irretrievable. David himself couldn't help but break down in tears during the sessions.
Current 93 and Nick Cave's cover of "All the Pretty Little Horses". The original itself is already heartbreaking when you learn its origin: it was traditionally sung by American slaves who were forced to care for their masters' children while neglecting their own (which is referenced in the song itself).
Shirley Collins' version of at the end of "The Starres are Marching Sadly Home," which is made all the more poignant by a slight, if disturbing, rewrite.
"The Beautiful Dancing Dust", off Black Ships Ate the Sky. It's a beautiful, calming, almost lullaby-like piece about accepting your forthcoming destruction at the hands of the Black Ships, coming right on the tail end of the ominous Chris and Cosey version of "Idumaea."
"The Seahorse Rears To Oblivion," a gloomy, introspective song regarding Tibet's beliefs on God, creation, and the end.