I like a song with the fundamental premise, 'I done gone fucked up.' Fortunately, I don't write lyrics so it's usually more artfully expressed. I'm going to nominate Ben Ottewell's Blackbird because he clearly regrets something but I don't think I've ever figured out what. As the song progresses, I get the feeling that he's going to do exactly what he did the first time, only that the passing time and promises will make it more crushing. The cello gives it a rather sinister, foreboding air.
Post your songs of regret, or your regretful songs, I guess. Either is good.