"My Last Breath" - Evanescence.
And I've never cried to it, but "Breathe No More" by Evanescence makes me have a strong feeling of depression.
Also, "Haunted" by Evanescence, "Snow White Queen" by Evanescence, and "Angels" by Within Temptation all remind me of something that happened to me, so I could cry. I just don't usually.
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"...The heart's desire is found... in an unexpected place..."
Tailchaser's Song" by Tad Williams