This might not be a "sad song", but it will always be sad to me. Last year, a student (15 or 16 years old) I worked with at the high school died in a house fire. At the funeral, they played this song because it was one of his favorite songs. This song will always be a sad song for me now.
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Also, at the funeral, one of the boys good friends got up and sang "If I Die Young" and was so emotional, she messed up and got out and ran out. So, every time I hear this song, I think about that. Both of these songs still brings tears to my eyes. He was one of the nicest kids in that school. Very tragic.
LeAnn Rimes - "How Do I Live Without You" (Trisha Yearwood sang it first and for "Armageddon" but I like LR's version better)
Garth Brooks - "If Tomorrow Never Comes"
Garth Brooks - "The Dance"