Farewell ballad:
Into My Arms by Nick Cave

Listen to this farewell ballad:

Written and performed by Nick Cave, this is not so much a song about goodbye, but rather about the return of a loved one 'into my arms', wherever they might be.

It is a deeply spiritual song despite the agnostism in the lyrics.

The above two points are expressed perfectly in the first verse:

"I don't believe in an interventionist God
But I know, darling, that you do
But if I did I would kneel down and ask Him
Not to intervene when it came to you
Not to touch a hair on your head
To leave you as you are
And if He felt He had to direct you
Then direct you into my arms"

Whether you are a parent, lover, or a very close friend, this song will certainly affect you when you hear it, if you are missing someone dear to you.

Other songs like this:

Just Breathe by Pearl Jam
This is lovely contemplative folk rock goodbye song.
The lyrics may seem about someone's goodbye before they die, however it can strike a chord with anyone who will find a loved one leaving to be devastating.
A comforting song.

Goodbye (Kelly's Song) by Alabama
Orchestral Country ballad, originally written for the singer's wife as they were separated by travel for a time.
The sound has a poignant and sad feel to it.