Hard thought. Mostly I I seem to be thinking of music that has a funereal feeling rather then the actual meaning.

Led Zeppelin - "In My Time of Dying"
Black Label Society - "Just Killing Time" or "Rust"
Neil Young - "When God Made Me"
The Beatles - In My Life
Nirvana or The Vaselines - "Jesus Doesn't Want Me For A Sunbeam"
The Doors - "End of the Night" or "The End"
Radiohead - How to Disappear Completely
The Velvet Underground - "Venus in Furs" (I know it's far from funereal, but still I find it to be one of the most relaxing songs ever)
Tangerine Dream - Confrontation ('Thief' end score)