Nebraska is a first-person narrative of Bruce Springsteen’s version of Charles Starkweather who is about to ride the electric chair.
Rio Grande by Great Speckled Bird is narrated by the ghost of a western outlaw who haunts the hillside where he was shot by the posse: On a night when there’s no moon
I walk alone, no chance to run
Ah, but find me a horse and gun
I know I can make it
Upthread someone mentioned Lord Randall… actually quite a few of the Child Ballads seem to have this theme: The Cruel Mother The Four Maries The Great Silkie of Skule Skerrie
Come immediately to mind and I’m sure there are others.
SS
Accursed be the hand of fate that left us here to die
A sorry band of buccaneers we bid you all goodbye
At night near Maracaibo when the moon is nearly high
Our ghostly pirate voices can still be heard to cry
We want the gold…
The song has already been mentioned, but I can’t resist pointing out that “Black Peter” is not only sung (in character) by someone who is dying, but is also performed by the (Grateful) Dead.
Of course, all of their output matches your titular request in the letter, if not in the spirit.
This song was mentioned once before and is a favorite of mine: Don’t Fear the Reaper, by Blue Öyster Cult.
This is the last verse:
Love of two is one
Here but now they’re gone
Came the last night of sadness
And it was clear that she couldn’t go on
Then the door was open and the wind appeared
The candles blew and then disappeared
The curtains flew and then he appeared… saying don’t be afraid
Come on baby… and she had no fear
And she ran to him… then they started to fly
They looked backward and said goodbye… she had become like they are
She had taken his hand… she had become like they are
Come on baby… don’t fear the reaper
Wrong… only one line of the song is a response to “Come as You Are”
The song is actually about Mark Hoppus’ lonliness and depression about being single and alone while on tour and then subsequently returning home alone.
Mark admits that a teenagers’ suicide note he read about also influenced some of his lyrics but the song is definitely anti-suicide.
The lyrics are deliberately ambiguous as to whether the speaker has committed suicide or is just reflecting.
On that note, Gesthemene, from Jesus Christ Superstar. A powerful one-sided conversation of Jesus with God begging to be spared from the crucifixion. It somehow manages to convey most of the stages of grief, including depression, bargaining, anger, and acceptance. My favorite version is Ted Neeley’s, from the soundtrack of the movie.