She Moved Through The Fair covered by Anne Briggs:
Cruel Sister covered by Pentangle / Jacqui McShee / John Renbourn / Bert Jansch et al:
Cruel Mother (the Greenwood Side-O) covered by Emily Smith:
Cole Porter's Miss Otis Regrets covered by Nancy Wilson:
the Beatles' Eleanor Rigby covered by Tessa Souter:
Roses Blue by Joni Mitchell:
Honey by Bobby Goldsboro:
speaking of the previously posted Richard Thompson, Little Beggar Girl by Richard and Linda Thompson:
A Sailor's Life by Fairport Convention:
Yes, as mentioned by previous posters, many sad songs about women. I await posts by others of Little Green Apples, Jolene, Stairway To Heaven, Bella Ciao (I have listened for several years to a cover by Milva without knowing the origin of the song until recent events). This thread could go on forever.