"How Am I Supposed to Live Without You." (That was honestly my song when my cat Buddy died on 4/23/14).
"How Could This Happen to Me" by Simple Plan (I can't describe how many times I've listened to this song when I'm having a crummy day/week).
"It's Time for Saying Goodbye" (this song is why I partially didn't watch "The Muppets Take Manhatten" alot as a kid).
"Who Will I Kill" from 624 - Samson vs the Vampire Women of Mst3k. You know a song/show is good when you can sympathize with a mad scientist like Dr. Forrester.
"When She Loved Me" from Toy Story 2. Growing up sucks.
"I've Got Nothing" by Dairus Rucker. The music video for this song is really sad.
"Nocturne's Wind" aka Shii's song. I saw the latter version on fetchfido.com when I was 11 in 2004. The visuals with the singing cat made it sad....
To name some.