One of the first songs I remember loving as a child was the Cowboy's Lament, also known as the Streets of Laredo. That's where I realized a song was a drama, and could make you cry. When I realized the voice of the narrative here is a dying man, well, that struck as a deeply imaginative act.
I had the song on an old record of cowboy songs by Tex Ritter, a record dramatically entitled "Blood on the Saddle." Here's Tex:.
Wikipedia is always useful for this sort of thing. It's there that I discovered that The Cowboy's Lament is derived from an old English Ballad called The Unfortunate Rake.
Also, the St. James Infirmary Blues goes back to the same roots. As it happens, another record I treasured as a youngster, was a collection of Josh White songs:
Well, the Blues is a teacher, where a young man learns about matters of life and death before he actually experiences these things first hand. But even before I loved the Blues I loved cowboy songs like Streets of Laredo. Like a lot of young boys in my childhood I loved cowboys, cowboy stories, gunfight showdowns in the dusty street, fistfights in the saloon, herds of cattle barreling down the main street of town. We choose sometimes to call it history, but really it is nothing more than another room in our own mental theme park, one part flickering Hollywood set-piece, one part Buffalo Bill's Wild West extravaganza, and one part a boy's discovery of life and death in a Western song.