Johnny Cash does have a song named "I'm So Lonesome I Could Cry" that may be what you're looking for.
Johnny Cash did a particularly good cover of that song (by Hank Williams). He also covered Ernest Tubb's "Thanks a lot" on the same album (can't remember which), another really good cover. That's a real good cry album right there.
edit; I just googled "So lonesome I could die" and there's a song by 'Everlast' that meets the description of being to God or a girl a lot better than 'So lonesome I could cry'.