I know the OP requested one song per post, but this really works best as a tetralogy of songs (though there are more, many more, apparently, in the full video game they’re from).
A heartbreaking story. Starting early in the second song, I was sobbing so hard that my mother, waking up from the bedroom, thought I was having another nervous breakdown. “No,” I said through my tears, “I’m just listening to really sad music.” I listened to the four songs once and haven’t been able to put myself through it again, but it’s a compelling story if you’re into that sort of thing.