I wish it would rain by Rodney Crowell - powerful image of an AIDS victim...

Turning tricks on sunset, twenty bucks a pop
Some out of town old business man or an undercover cop
I'm living with a virus flowing way down in my veins
Oh I wish it would rain

I know you've heard my story or seen me on the street
Just another cracker gigolo dressed up like trick or treat
Now you may want to judge me or treat me with disdain
Oh I wish it would rain

Memphis, Texas; Houston, Tennessee
Man I'm just so turned around I don't know where I want to be This California desert is driving me insane
Oh I wish it would rain

So I've squandered my resistance, taking any kind of drug
I'd smoke or shoot or eat it, I'd drink it from a jug
I offer no excuses for your sympathies to gain
Oh I wish it would rain

Everybody knows me as the kid
I've made it seven years still I don't know how I did
I come from a long line of live and love in vain
Oh I wish it would rain

So I've prayed to mother Mary, I've even seen a priest
When the angels come to get me, I know I'll be released
I'll leave this mean old desert bound for Memphis on that train
oh I wish it would rain

Does I Hung My Head by JC count? He's not technically dying but he knows he's about to get strung up.

http://www.lyrics007.com/Johnny%20Cash%20Lyrics/I%20Hung%20My%20Head%20L...

Apparently I'm Going Slightly Mad was written by Freddie Mercury with his impending death in mind.

Nick Cave - The Mercy Seat

The final thoughts of a murderer sent to die in the electric chair.

"Into the mercy seat I climb
my head is shaved, my head is wired
and like a moth that tries
to enter the bright eye
I go shuffling out of life
just to hide in death awhile."

Jim White - Stabbed In The Heart

A man fatally wounded by his girlfriend, bleeds out in the woods.

"My baby she stabbed me in my heart
left me here to die,
My baby she stabbed me in my heart
and I know why."

Eels - Elizabeth On The Bathroom Floor

Mark Everett wrote this song about his sister's first suicide attempt.

"Laying on the bathroom floor
Kitty licks my cheek once more
And I... I could try
but waking up is harder when you wanna die."

Regina Spektor - Carbon Monoxide

Somewhat ambiguous lyrics allude to a joint suicide.

"Carbon monoxide
Soon we'll go to sleep
No one will notice we're gone."

Iron Maiden - Powerslave

A dying pharaoh laments his mortality. The lyrics were also intended as a dig at the music industry.

"In my last hour I'm a slave to the power of death."

Richard Buckner - 22

In a massive over-reaction to girlfriend's failure to call him, Buckner's narrator cuts his wrists in the bath. The phone rings as he fades into unconsciousness.

"The towel was lying open
and it didn't hurt so bad
There was red smoke in the water
And all the things we'd had."

Barry Adamson - Jazz Devil

A disinclination to rise above a life of shallow excess leaves the Jazz Devil doomed to a continuous cycle of death and rebirth.

"When god appeared before me
I was lying in a pool
I was 50 over 30
but looking real cool
He said a life of tedious insights
and a tendency to crack
just don't cut the mustard
time to head on back."

The Walkabouts - Winded

A pair of kidnapper's flight from the law ends a split second before the inevitable showdown. The final verse is like the freeze frame at the end of the film Butch Cassidy and the Sundance Kid.

"Searchlight passed over the house
and we were surrounded
Wild-eyed you opened the door
You would not surrender."

Low - Fear

The lyrics are open to interpretation, but I have always imagined them as being sung from the point of view of a terminally ill man.

"If you see my daughter
don't tell her I'm scared
Forty days without water
Feel my hands on her hair."

Suggest you try Warren Zevon's The Wind for virtually a whole album along these lines, recorded while he was terminally ill.

Example:
Shadows are falling and I'm running out of breath
Keep me in your heart for awhile
If I leave you it doesn't mean I love you any less
Keep me in your heart for awhile

When you get up in the morning and you see that crazy sun
Keep me in your heart for awhile
There's a train leaving nightly called "when all is said and done"
Keep me in your heart for awhile

You get the picture.

is a bit of a classic..

Blind Willie Johnson
Bob Dylan
Led Zeppelin

Lord, in my time of dying don't want nobody to cry
All I want for you to do is take me when I die
Well, well, well, so I can die easy
Well, well, well
Well, well, well, so I can die easy
Jesus gonna make up, Jesus gonna make up
Jesus gonna make up my dying bed.

and there's Fixin' to Die Blues by Booker T. Washington White covered by Dylan again...

I'm walking kind of funny, Lord
I believe I'm fixing to die, fixing to die
Yes I'm walking kind of funny, Lord
I believe I'm fixing to die
Fixing to die, fixing to die
Well, I don't mind dying
But I hate to leave my children crying.

Bob Dylan - Knockin' on Heaven's Door

That long black cloud is comin' down
I feel like I'm knockin' on heaven's door.

and

Rolling Stones - Sister Morphine (words by Marianne Faithfull)

Sweet cousin cocaine, lay your cool cool hand on my head
Ah, come on, sister morphine, you better make up my bed
cause you know and I know in the morning Ill be dead
Yeah, and you can sit around, yeah and you can watch all the
Clean white sheets stained red.

oh and Morrissey being too clever and arch as usual on Asleep:

Sing me to sleep
Sing me to sleep
And then leave me alone
Don't try to wake me in the morning
'Cause I will be gone
Don't feel bad for me
I want you to know
Deep in the cell of my heart
I will feel so glad to go

and finally Radiohead Pyramid Song, a not miserable but acceptant song about dying (it seems to me):

And we all went to heaven in a little row boat
There was nothing to fear and nothing to doubt

Johnny Cash and Warren Zevon.

What about Townes Van Zandts "Waiting Around To Die" and "Lungs".

I really like the relatively current song "It's My Own Cheating Heart That Makes Me Cry" by Glasvegas. It seems to be a melodramatic suicide note from a Glaswegian, howling with regret in the driving rain just before he throws himself off the Forth Bridge. That's my reading of it anyway.

Nick Cave predicts his own obituaries in the song "Lay Me Low".

Another Johnny Cash song - "25 Minutes To Go". A countdown to his hanging:
"Well they're building a gallows outside my cell
I've got 25 minutes to go
And the whole town's waitin' just to hear me yell
I've got 24 minutes to go"
[...all the way down to...]
"I can see the buzzards I can hear the crows
1 more minute to go
And now I'm swingin' and here I go-o-o-o-o-o-o-o-o-o!"

Went down a storm at Folsom Prison - though I don't know if the death row inmates joined in the cheers.

Long Black Veil is actually sung by a character from beyond the grave:

Especially Van Morrisons version, with the Chiftains, is exceptionally moving.
"I wished I had you in Carrickfergus,
Only for nights in Ballygrand,
I would swim over the deepest ocean,
The deepest ocean to be by your side.

But the sea is wide and I can't swim over
And neither have I wings to fly.
I wish I could find me a handy boatman
To ferry me over to my love and die.

My childhood days bring back sad reflections
Of happy days so long ago.
My boyhood friends and my own relations.
Have all passed on like the melting snow.

So I'll spend my days in endless roving,
Soft is the grass and my bed is free.
Oh to be home now in Carrickfergus,
On the long road down to the salty sea.

And in Kilkenny it is reported
On marble stone there as black as ink,
With gold and silver I did support her
But I'll sing no more now till I get a drink.

I'm drunk today and I'm rarely sober,
A handsome rover from town to town.
Oh but I am sick now and my days are numbered
so come ye young men and lay me down."

Beautiful.

Blimey, they are all coming back to me. Again, a Dylan song, but the movingest of moving is the version by the Band, on the live, with Dylan, Down in the Flood. Richard Manuel was, of course, fairly shortly, to be "released"......