This is based on opinion. Please don't list it on a work's trope example list.
Tear Jerker / Miracle Of Sound
Gav developed Tinnitus. This rings true for those who suffer from the condition permanently, especially for those who only found out at a later point in their lives that having a high-pitched noise in their head all the time is not supposed to be normal.
Redemption Blues is a melancholy song about the departure of the spirit of the Wild West and John Marston's increasingly narrowing place in the world; for those who played Red Dead Redemption, it's hard not to feel for the tired, jaded, quietly disillusioned man singing the song, with only one thing left to live for.
Nameless is a slow, melancholy lament of the Nameless One's state.
Beauty Bleak is pretty melancholy, managing to get across the utter ruination of the Fallout universe with only three actual lines and a lot of understated instrumentation.
Resistance's first lines come after a slow and melancholy instrumental beginning, appropriate to the Alternate History setting of Wolfenstein: The New Order, in which Nazi Germany has won World War 2 and taken over the world. Lapses during choruses, in which the song changes to a more determined tone.
Fires Far and Forever Flame, despite having heavy metal influences, are ultimately about the futility of the Dark Souls universe and how you are an insignificant bug compared to some of the forces you have to go up against. Can wrap-around to being the good kind of Tear Jerker since the player characters still struggle and persevere on despite this, which is a secondary theme of these songs and the series in general.