In "The Stranger" I found an article called "Start your sobbin'", on music that brings tears to our eyes. They list (among others) Pharaoh Sanders, Spiritualized, Low, Stevie Wonder, Massive Attack, Nick Drake, and they had room for Robert Wyatt too, with "Memories" by Hugh Hopper. On Wyatt's song: "... Robert Wyatt's version of Hugh Hopper's "Memories" distills the regret of reflection through his uniquely soulful, fluty pipes". You'll find a version of "Memories" here.
One day (when I'm really happy) I might make a list of sad songs. This year my favorite has been Kevin Ayer's "Baby come home" (from "Unfairground"), and other safe suggestions are folk music with thin whistles, heavy opera arias, and slow country songs. Richard Thompson is a great one for making me sad and Norwegian singer Solveig Slettahjell's version of John Hiatt's "Have a little faith" should be tested by everyone. Sob. More later, perhaps.
We just have to link to the obvious pre Christmas sob too.