How 'bout
"Lonesome Road"

Look down, look down
That lonesome road
Hang down your head and cry.
The best of friends
Must part sometime
And why not you and I.
Weary totin' such a load
Lookin' down that lonesome road.
Look down, look down
That lonesome road
Hang down your head and cry.

Another sad farewell is "McPherson's Lament."

Pete Seeger & Arlo Guthrie had a happier song at the end of their concert LP which they put out in the mid '70's which worked well - I'm sure Joe Offer or someone can help me out on the name of the song which kept repeating "Bye-bye, Bye-bye, Bye-bye, Bye-bye"

If you're lookin' for fun ending you could always play "The Merry-go-round broke down" (The music that ended Looney Tunes shows with Porky Pig's "That's All Folks!")

Or if your audience is pretty astute you could play the ending of Haydn's "Farewell Symphony" in which the members of the orchestra leave the stage section by section as they finish playing. (It was Haydn's reminder to his patron that the musicians wanted to go home to see their families)