The entire damn album — with the possible exceptions of "Welcome to the Machine" (which is merely at the band's typical level of moroseness) and "Have a Cigar" (which is even critical kinda comedic) — but particularly "Shine On You Crazy Diamond".
Especially Part IX, with its slow, somber synths, and the oh-so heartbreaking key change at the very end.
All of it can be traced to the band's own melancholy after Syd Barrett left. Barrett actually visited the studio as they were recording the song, apparently in really bad shape and offering to help in any way he could.
The Live 8 performance of this song may be the most tear-jerking thing this band has ever done. The smiles Nick and David share, David and Roger trading the lead vocal (Roger's voice cracking with emotion) and then harmonizing over the final refrain... it's like the last 25 years didn't happen and they were just a band who loved to make music together again. Add in the fact that Roger dedicated the song to Syd right before starting and that the whole thing was done for charity... you might need a tissue...
On that note, the show in London in May 2011 on the current The Wall tour, when Roger was joined onstage by Nick Mason and David Gilmour, to perform Outside the Wall. Waters adressed the audience and told them that back then, they didn't get along and Waters was a miserable old sod, "but all that's changed!" And just to see them all happy together and hugging each other like close brothers is just heartbreakingly beautiful.
And on that note, "When the Tigers Broke Free" from The Wall (the movie, it is; the album version is on The Final Cut) is a pretty big downer as well. It's based on how Roger Waters' father actually died in WWII.
In the film it's split into two sections, The Rare 7" Single Version places both sections end to end, which increases the impact somewhat, as does pairing it with "Bring The Boys Back Home."
"Bring The Boys Back Home" is tear jerker enough, but go to a concert on Roger Waters' The Wall tour and try not crying.
Ever heard Dar Williams's version of "Comfortably Numb"? Although, the regular version is already quite tear triggering - especially at the "the child has grown, the dream is gone" part and the solo immediately after it...
Oh God, the original version of "Comfortably Numb." The lyrics and the music during the verses and chorus all evoke an apathetic, defeated feeling - heck, even his voice sounds numb. But they're contrasted by those passionate, heartbreaking solos...
Waters has stated that he knew The Dark Side of the Moon would strike a chord with people when he took home a copy of the album after recordings were finished and played it for his wife Judy, who was so overwhelmed by the album she ended up crying. It is that kind of album...
"Nobody Home". Oh, God. And as if the song itself wasn't bad enough, there's Word of God that "elastic bands keeping my shoes on" is a direct reference to Syd.
"I've got a grand piano to prop up my mortal remains" refers to the late keyboardist Richard Wright, who (by different accounts) may or may not have been going through cocaine addiction when The Wall was recorded.
Speaking of Syd, especially sad are the songs he wrote about his realization that he's losing his mind and there's nothing he or anyone else can do about it — namely the Pink Floyd songs "Jugband Blues" and "Vegetable Man" and the solo song "Dark Globe".
Oh, "Dark Globe"... that song that can actually makes some people cringe when the listen to it, and not in a bad way. It's actually probably a good thing more than anything, because it shows Syd's skill in just pouring his own emotion into the song. His voice sounds like he's trying not to undergo a breakdown, and the fact that there's no instrumentation apart from the acoustic guitar might make one think of him as so very alone in his madness. And when he wails "Wouldn't you miss me at all?" — it seems like he's literally asking his friends in Pink Floyd and everyone else he knows whether he'll be missed at all. Most songs aren't as literal and personal as this.
Also note the similarities between "Dark Globe" and Pink Floyd's acoustic work from their prime years, particularly "Mother", "Wish You Were Here", and "Pigs on the Wing".
"Outside the Wall", particularly the version from the movie The Wall, and the accompanying visuals.
"High Hopes" from The Division Bell is about longing for lost youth and innocence after growing old and cynical; doubly moving by the fact that it is the last song ever to be produced by the band (though it does end with the hopeful words "Forever and Ever").
Speaking of which, the video is amazingly nostalgic. The references to Syd (such as the oversized bust of his face being carried into the horizon) get me every single time.
"Marooned", from the same album, may have no lyrics, but the slow, high-pitched electric guitar riffs can be a tearjerker for some people.
On the Echoes Greatest Hits compilation, there's a really beautiful piece of editing that connects the fading "We fall..." from "Hey You" to the beginning of (part of) "Marooned," which then fades into the opening notes of "Great Gig in the Sky."
"On The Turning Away" from Momentary Lapse of Reason. Sure, it's possibly their least popular album. Sure, it sounds like it could be a show tune. Doesn't freakin' matter.
When this troper heard the song for the first time, he broke down in Manly Tears
"Yet Another Movie". A line in the final verse best sums up the mood of this song: "A pointless life has run its course..."
"Goodbye Blue Sky" can give one goosebumps. Just... gorgeous.
"If" from Atom Heart Mother.
"A Great Day For Freedom" can really strike at some people's heartstrings.
On that same album, "Wearing the Inside Out". The combination of the saxophone and Richard Wright's vocals add a richness to the song that can become a little heavy at times.
The last three minutes of 'A Saucerful Of Secrets'.
Even more so on the live version of Ummagumma where it sounds like a funeral march.
On the subject of Ummagumma, there's "Careful with That Axe, Eugene". Yes, it is downright scary, but the song ends as quietly as it begun, which could either be Eugene or the witnesses having a mental breakdown realizing what he's done...or everyone on the scene is dead by the end of the song.
Alf Razzell's recounting of being forced to leave a mortally wounded soldier to die alone in "The Ballad of Bill Hubbard" on Waters's solo album, Amused to Death.
"Hey You" from The Wall. Pink Realized he's made a big mistake going behind his personal wall, yet because "the wall is too high as you can see," he can't break free. He is destined to decay into the neo-Nazi he becomes later, and knowing this is makes it positively heartbreaking.
Endless River, as the band's final album, has a subtext of melancholy and finality under the whole thing.