There are actually a lot of songs that can. Music always touches me right in the heart. Some songs that come to my mind right now:
"Hurt" by Johnny Cash
"How to save a life" by The Fray
"You lost me" by Christina Aguilera
"Earth Song" by Michael Jackson

And two German songs that make me really sad:
"Michael X" by Casper
"Der Weg" by Herbert Grönemeyer