Some Good Tokio Hotel songs that have this feeling:
Geh(Go)- someone leaving
http://www.youtube.com/watch?v=GS7wJzBzZeM
Rette Mich/Rescue Me
http://www.youtube.com/watch?v=sGwMrGNtzto
http://www.youtube.com/watch?v=HPB57ay-hVE
http://www.youtube.com/watch?v=qZdBRmJOVe4
http://www.youtube.com/watch?v=VOdHitBrlN4
Phantomrider/Geisterfahrer
http://www.youtube.com/watch?v=b4XXmaU8OCE
http://www.youtube.com/watch?v=citnA2UtaDg
Don't Jump/Spring Nicht (anti-suicide, this songs means a lot to me, I lost my dad to that)
http://www.youtube.com/watch?v=nevnXxRxfjU
Just A Dream (loved one killed at war) - Carrie Underwood
http://www.youtube.com/watch?v=8khHqMntkbQ
Helena - My Chemical Romance (girl dies in a car crash)
http://www.youtube.com/watch?v=pWzIDY0jvpg