The only song I can perhaps think of that could be interpreted as a "suicide" song could be My Guitar Lies Bleeding In My Arms.

If you look at some of the lines in it, they do look kind of that way. The first 4 lines for example:

Misery likes company, I like the way that sounds
I've been trying to find the meaning, so I can write it down
Staring out the window, it's such a long way down
I'd like to jump, but I'm afraid to hit the ground

The whole song has that kind of feel to it I suppose.