Pretty much the whole of Automatic for the People.
There's "Everybody Hurts". Specially the video.
"Find the River" was so emotional that it (along with many of the other tracks on Automatic) sparked rumors that Michael Stipe was dying of AIDs.
And "Sweetness Follows".
And "Monty Got a Raw Deal," which is about an actor whose career was ruined because it was discovered that he was gay.
And "Try Not To Breathe." It's about a man who subjects himself to a Mercy Kill rather than endure more suffering. This live version is gut-wrenching as well, with a desperate-looking Michael Stipe rocking back and forth over and over as he sings.
It gets worse when you realize that his good friend Kurt Cobain, who shot himself after his drug addictions and agonizing spinal pain became too much, died listening to this album...
"The Wrong Child". Interestingly, Michael Stipe has never actually admitted to what the song was about — but it paints a vague picture of a child who is handicapped and separated from his peers.
"I'm Not Over You", a small song stuck at the end of "Diminished" on Up seems so tortured. Stipe plays the guitar and sings a few lines about a failed relationship. Something in his voice and that half-hearted guitar-playing...
"Let Me In", which is dedicated to Kurt Cobain, is very sad. It can be even worse seeing it live, because the guitar for the song is the actual one Cobain used to own. Heartbreaking.
There are no drums in the song until halfway through, and even then it's just a quiet tambourine shaking in the background. But the guitar part is huge and distorted and louder than everything else. Throughout most of the track, the numb-sounding Michael Stipe is utterly overpowered by the waves of feedback, creating a disconcerting and emotional effect.