1) Elliott Smith, "Pitseleh". The narrator knows better than to think his personal devastation counts for anything -- the problem starts and ends with his inability to solve his internal puzzle. I'm sure I'll think of other examples after writing this, but the theme seems curiously under-explored in song; the one parallel that comes to mind is "Walk Away Renee", where self-pity is sidestepped by the conviction of the self-negation.