Seeing this thread started up again makes me cry. It's been done A LOT. Here's just one example:
http://www.topix.net/forum/news/weird/TVNLM6SBH7S79I4GQ
Nice to see Falco's 'Jeanie' on the first page. Love that song.
Cohen's 'Famous Blue Raincoat', Nine Inch Nails 'Something I Can Never Have' and 'Hurt' or the Sisters of Mercy 'Some Kind of Stranger' did it for me when I was a sad 17-year-old goth.
When I was 19-20 I used to bawl to Suede's 'The Two of Us' and 'The Living Dead'.
I remember an afternoon listening to 'The Power of Love' by Frankie Goes to Hollywood on repeat, feeling like bawling every time.
The Smiths 'Asleep' and 'Well I Wonder'
Later, the sad songs from Blood on the Tracks.
Not sure what it would be now. My life is so mundane I need music not to cry to, but to grumble.
There was definitely a stage in my life where I was more interested in music that would make me cry than music I could dance to. Perhaps because I found crying easier...