It's extremely appropriate that many memorial services for the victims of the September 11, 2001 atrocities feature a performance or recording of Samuel Barber's Adagio For Strings. Few pieces convey such a sense of heartrending grief from the first note.
I will never forget playing Adagio For Strings with the University Philharmonic during my first year of college. The piece was added to a concert that first semester in memory of a respected cello instructor who had just died. During the concert, I caught a glimpse of one of the cellists who'd had her as a teacher. I still remember the tears streaming down her face as she played; the pain of that image is just as moving to me now as it was 25 years ago.
Another piece of music that is sadly appropriate for acknowledging grief is "Darkness" by The Police. It, too, conveys sadness and sorrow from the first note. The song's structure is unusual, as it has no true chorus. That unconventional arrangement makes the song all the more gripping, giving the listener a strong sense of the singer's despair. "I wish I never woke up this morning," as Sting sings it, is likely to stay with you for a while after you've heard it.