Either with their subject matter, or force of emotion:

The main one for me lately is "Sinkhole" by the Drive By Truckers.

Something about the lines:
"70 years my daddy spent, 70 years my daddy spent, 70 years my daddy spent
on what the banker done"
"Lose the last thing in this world that's real, I'd rather lose my legs and arms"
AND
"Damned if I wouldn't go to church on Sunday, damned if I wouldn't go to
church on Sunday, damned if I wouldn't go to church on Sunday and LOOK
THE PREACHER IN THE EYE!"

are just so fucking real, yet so dark. It amazes me the mass of emotions that this song can cause me to feel.

Good call on Sinkhole; One of my favourite DBT songs.

I've always thought Tuesday's Gone was one of the saddest songs I've ever heard. I get the heavy heart when I hear that one.

cry ~ built to spill

Occasional moments when somebody busts out the gospel backups. I'm thinking specifically of the moment in the movie Standing in the Shadows of Motown when the choir hits during "Ain't No Mountain High Enough"; it's just such a perfect sound of joy and transcendence it chokes me up everytime.

Wiser Time by the black crowes still gets my arm hairs up big-time. I can't explain it, but that's just how a song is supposed to sound.

Another good one.

Punk Rock by Mogwai.

Yail, can you please get a picture of Loog crying to said song? I will pay you.

I doubt there's pictures of me crying. But he could probably oblige a request for me passed out in my own and/or someone else's vomit.

let me get this straight. a song about a man losing his farm that has been in his family for 5 generations is not a sad song?

Not in the mopey sense, or its pacing, no.
Like Springsteen they sell sad sack populism with a good rythm you can dance to.

Recent songs for me...

Six Days at the Bottom of the Ocean - Explosions in the Sky.
For some reason this song evokes that saddness emotion in me. I can't explain it really.just the way the music moves in it.

Hide and Seek - Imogen Heap. I can't really explain that one either. It's just this one part of the song, from like 1:47 - 2:14. It's the way she sings it. The words aren't really that profound, but coupled with the melody i tear up.

Violence - Dolorean. Something about the line: "I may go down in flames but I will not burn" gets to me. Can't explain that either.

I get a bit teary eyed when listening to The Buggles - "Video Killed the Radio Star" and Elvis Costello - "Peace Love and Understanding". And John Lennon's "Imagine", but I can't imagine someone not being moved by that song.