I'm shocked no one's mentioned Red Sovine's classic "Billy's Christmas Wish," which culminates with a young boy named Billy, homeless and family-less, dying in Santa's lap.

Another good one I have is called "Christmas In July" by the Genesis Gospel Singers, from their album Filled With Jesus (Granite City Studios GC-1260, 1985) which is a tragically sad song about an orphan boy dying of leukemia who's never celebrated Christmas and wanted to celebrate the holiday the night before he died. It's a spoken-word narrative set over "Silent Night" for extra impact.