I realize he’s dead and wishes he weren’t. I probably would wish that too.
Did they ship him all the way home just to hang him from the tree he played on as a child?
Plus the whole “walk arm in arm” business, too. And the cite that says it’s a song about a man going to be hanged. (Why the popularity? Eh, why any number of prison ballads, if it comes to that.)
Mind you, if he’s awoken out of a dream to see four grey walls of a coffin around him (grey? What’s he using for light in there?) he deserves all the more sympathy.
Does Renegade, by Styx count? Probably not.
Who says it’s about a man who’s going to be hanged? I first heard the song back around 1968, and I’ve never come across such a cite. Nor have I ever heard it referred to as a prison song.
Of course they’re going to walk arm in arm to his gravesite. His loved ones are going to come to watch him hang???
Of course the walls of the coffin are grey; it’s not only dark in there, it’s downright depressing! 
You can find a cite if you can be bothered to click the link I provided earlier. Which links to here. Tom Jones says, starting about 0:18… well, listen to it yourself.
They’re Hanging Me Tonight-Marty Robbins
Country Death Song-Violent Femmes
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I’ve never, ever heard any interpretation of “Green Grass of Home” other than that it’s a man waking up from a beautiful dream about home to find that he’s in prison on the morning of his execution. Casual googling turns up a Tom Jones interview in which he discusses exactly that, and an interview with the song’s author where he talks about coming up with the surprise ending where the listener realizes that the guy has been dreaming the whole time.
“Sniper”, by Harry Chapin.
A sniper climbs the clock tower and shoots up the town. The cops eventually go up the tower and kill him. The last several lines are the sniper talking after he is dead (or I suppose he might just be bleeding out, but whatever).
(Joins multiple dopers listening to Green Green Grass Of Home. Tries to be inconspicuous in wiping eyes.)
Most of the songs by Evanescence. I once summarized their Open Door album as “I’m lying face-down in a pool that I’ve filled with my own tears and blood; I’ll be dead soon, but that’s okay, because then I’ll be with you forever.”
I always interpreted “Highway to Hell” as being about one final drug and alcohol induced car ride in which he and his friends are about to die in a fiery crash of some sort.
ETA: Or it could just be metaphorically speaking to the lifestyle of Rock and Rollers in general. Either way it’s a damned fine tune.
He doesn’t say they’ll walk arm in arm. He says we’ll walk arm in arm. He’s going to walk arm in arm with the sad old padre, escorted by the guard. If he was already dead and in the coffin, there would be no need for a guard.
Twenty Five Minutes to Go-- Johnny Cash
“I’ll Be There,” which somehow became a hit for the Escape Club in 1991. “I may have died, but I’ve gone nowhere…just think of me, and I’ll be there.”
Alice Cooper, Give the Kid a Break.
The last couple of rock tunes in the musical Godspell feature the Jesus character singing “I’m dying,” and then, “I’m dead.”
He gets better.
I think the firefighter narrating Springsteen’s “The Rising” goes down with the World Trade Center, and the end of the song is after his death.
And I’m not sure if the guy at the end of Springsteen’s “Paradise” has drowned himself in the river or not.
“Picasso’s Last Words” by Wings
“Drink to me, drink to my health, you know I can’t drink anymore”
At St. Patrick’s time, you can’t get away from the weepy Irish ballad “The Patriot Game,” about a wounded, dying IRA terrorist