It depends on whether you want to wallow in it or not. Wallowing is good, don't get me wrong. But there are different songs for different phases (Elizabeth K-R, where are you?):
1) Serious wallowing, throw yourself off the bridge wallowing. "Crying" -- Roy Orbison. "You Don't Know Me" Emmylou Harris. "The Man That Got Away", Judy Garland.
2) Moody wallowing. Frank Sinatra albums in the mid 1950s.

3) Come back, I will humiliate myself. Dusty Springfield (who else, what else?) "You Don't Have To Say You Love Me". Patsy Cline passim.

4) Snapping out of it, plus wallowing. Nothing beats George Jones: "He Stopped Loving Her Today". Good for a laugh, it is so pathetic.

yours,
Peter T.