Some really good ones mentioned so far. I'm a C&W music lover and heres a few from that genre. I hope some of y'all will recognize some of these. They are fabulous....and sad too. YouTube is your friend.
3 Verses by Confederate Railroad. About 3 young hopeful musicians that used all their resources and youth trying to make it in the music industry and failed. One of them took his own life.
What Might Have Been by Little Texas. An old guy in a nursing home encounters a love from his youth that time and circumstance kept apart.
I'll Be True To You. by The Oakridge Boys. A woman who wastes her her life loving the wrong guy.
edit to add just one more:
Feed Jake by Pirates of the Mississippi. A young man goes home for the funeral of a friend and his old dog Jake is at the grave site. Really gets to me this one does.
The Girl From Yesterday by Glenn Frye and the Eagles Same general topic as I'll Be True To you.
The Walk by Sawyer Brown. A father at the end of his life telling his son not to be afraid. Things will be alright.
Rally Round The Corner Boys by Earl Thomas Conelly. An old guy, in the throes of death reliving a moment of glory and lost love from his youth.
Kentucky Bluebird by the late Keith Whitley. A guy lament his inability to grasp the "bluebird of happiness". It always flies away. Keith's tragic early death makes this song even more dramatic.
Picture of Me Without You by Lori Morgan. Lori was married to Keith Whitley at the time of his death and eventually wrote this song.
And a very powerful song whos lyrics are very disturbing if you ever saw the movie The Border with Jack Nicholson and Harvey Kietel. The song is The Border Line by Freddy Fender.
Another song that doesn't make me cry but the lyrics move me a lot is My Heroes Have Always Been Cowboys by Willie Nelson. When I was a child all I ever though about was growing up to be a cowboy. Willie's powerful lyics still get to me.