Heart Attack in a Layby is a great choice.
Here are some others I immediately thought of:
The Cure- The Same Deep Water As You
The Gathering-Waking Hour
Queensryche- Out of Mind
Slowdive- Country Rain
The Smiths- I Know It's Over
Renaissance- Cold Is Being
Travis- Luv
Type O Negative- Red Water (Christmas Mourning)
The Carpenters- Ordinary Fool
Updated to include Radiohead's How to Disappear Completely, My Dying Bride's For My Fallen Angel, and Dream Theater's Goodnight Kiss & Disappear