Fairly vanilla sort of topic, but I'm curious.

Obvious one is the Johnny Cash version of Hurt. When his wife looks at him? Tragic.

I'll also offer Alice In Chains Unplugged- Down in a Hole. Largely because you know he's going to die, he knows he's going to die, the song is about death... and yet the rest of the band seem to leave him to deal with the emotional side of things whilst they noodle about on a completely separate plain.