"Orion" by Metallica can be a tearjerker. It's a cool song, but what makes it a tearjerker is the fact that this is the song that was played at Cliff Burton's funeral after he was killed in a bus accident in 1986. Until recently (2006), the remaining members of the band had never played it live, partially as a tribute to their bandmate.
"To Live Is To Die" is another one. What makes this song special is that the band didn't sully their feelings by putting them in words. In the entire 10 minute song, the only lyrics are the following poem written by Cliff shortly before his death:
"When a man lies, he murders a part of the world. These are the pale deaths, which men miscall their lives. All this I cannot bare to witness any longer. Can not the Kingdom of Salvation take me home?"
The first part of the poem was written by Paul Gerhardt. Cliff provided the last two lines.
The first ever live performance of "To Live is to Die" is intensely depressing.
"One": about a war solder who loses his limbs and senses, and has nothing to live for. Especially with the video.
"Fade to Black": about a man contemplating suicide, and follows through on it.
How good is this song? James Hetfield commented that when the song premiered, he visited a friend's house and he reckoned that his friend's little sister simply couldn't stop playing the track over and over again. He gathered that the band might have been onto something right then and there.
The straightforward ballad, "Nothing Else Matters".
"The Unforgiven" trilogy.
The video for "The Day that Never Comes" can be intensely depressing.
The guitar solo halfway through "Master of Puppets".
"Master of Puppets" in general can be a Tear-Jerker. It's about a man who life is destroyed by his drug addiction.
The music video for "Turn The Page" is another major downer.
"The God That Failed" becomes a Tear-Jerker when you hear the story behind it: it's James Hetfield's personal Rage Against the Heavens, his feelings after the death of his mother, who could have been saved if her Christian Scientist beliefs didn't forbid her from seeking medical treatment.
Its Lighter and Softer counterpart, "Mama Said," about a man (probably based on James himself) who basically treats his mother like crap and loses contact with her after he leaves home. After he's grown older and wiser he wants to reconcile with her, but she died before he had a chance to do it.
"Low Man's Lyric", a song about a homeless heroin addict who is dying, so he writes a letter to his estranged family begging them to forgive him for the choices he's made.
"For Whom The Bell Tolls" is not only a tremendous song with devastating lyrics out of the great book by Ernest Hemingway, but its lyrics are tremendously well crafted for a then 21-year-old orphaned Californian metalhead such as James Hetfield