I have a few! Apologies for the lack of links, there is a lot.
Rock / Alternative:
Ghost - Badflower
Let me Fucking Die - Mantis
Coming Down - Five Finger Death Punch
The Art of Suicide - Emile Autumn
Grief - Darke Complex
Intrusive Thoughts - Darke Complex
Indie:
Nightmare - Zach Callison
I Think I'm Dying and I'm Doing Nothing About It - Crywank
Rap:
Bullet - Hollywood Undead
The Loss - Hollywood Undead
Kill yourself pt 3 - $uicideboy$
Misc:
Ruru's suicide show on a Livestream - Shinsei Kamattechan
The Things I Deserve - GHOST
F


lish - GHOST
My R - Kurage-P
I'm certain I'm forgetting several, but oh well. Obviously, tw for suicide, self harm for a lot of the songs.