What a great thread, with so many fantastic songs.

But going strictly by the criterion of haunting, rather than merely great, good, or moving, THE most haunting song in the world is, "Llorando", sung a capella, by Rebekah del Rio. Unbelievable.

Another beautifully haunting song I don't see listed above is "Lonesome Road".

Also, the whales' melodic accompaniment to Judy Collins' "Farewell to Tarwathe" (sp?) haunts me to this day.