"I said, 'Kiss me, you're beautiful, and these are truly the last days.' You grabbed my hand and we fell into it. Like a daydream. Or a fever." from "The Dead Flag Blues" is particularly heart-wrenching. This is, arguably, the most bleak and depressing piece of music ever written. The cheery bit and the end actually makes it worse.
"They don't sleep any more on the beaches" from the intro to "Sleep". Just the man's voice alone with nostalgia for the good old days is heartbreaking.
"Love Song for 15 Ontario" by Godspeed side-project Set Fire to Flames manages to be heartbreaking with no vocals at all.
The song was used on the soundtrack of the equally heartbreaking movie Tout est parfait, that centers around a teen whose four closest friends all kill themselves, leaving him out of their pact...
"Wanda" by another Godspeed side-project, A Silver Mt. Zion, is already somber enough... then you discover it was written in memory of Efrim Menuck's dog.
"Lift Your Skinny Fists Like Antennas to Heaven" features a beautiful build-up to a crash that feels like dawn... It can make one tear up every time.