I have a few. The live version of “Never Be Mine” by Kate Bush is heartbreaking. Not available on YouTube on streaming though. This is another favourite.
These are the ones that spring to mind, especially the last one, mainly down to this bit: I guess I just feel like Good things are gone And the weight of my worries Is too much to take on I relate to it so much.
There's the fact that these are the last vocals that Billy MacKenzie recorded, and then there's the fact that this is so majestic in its desolation:- Apollo 440/Billy MacKenzie: Pain in Any Language