Cradle of Loneliness

Alice and Bob loved each other very much and were happy together for a long time. But something happened to Bob. Maybe he died. Maybe he disappeared without a trace someday. Maybe there was a breakup. Whatever the reason may be, Bob is gone and Alice is sad and lonely. So every now and then she comforts herself by cradling something that reminds her of Bob; his clothing, a keepsake, a photo, something along those lines.

A particularly common version is hugging the headstone of somebody who has died.

Sometimes part of a Sad Times or overlaps with a Lost Love Montage, and is likely to be done by a Hurting Hero. If a specific item is being held, it may be a Tragic Keepsake, especially if it came from a Dead Little Sister.

Examples of Cradle of Loneliness include:

Anime and Manga

Yuki Amano of Mirai Nikki should be the poster child of this trope. After becoming the new God of Space/Time he is so crippled by the loss of his beloved that he just sits there staring at the last entry in his diary Yuno died for 10,000 years straight despite having just inherited god powers.
Usagi from Sailor Moon regards her music box locket this way when Tuxedo Mask is captured by the Negaverse.
Shinn from Gundam Seed Destiny does it with his late little sister's cellphone.
Fou-lu does this with Mami's bells in the Comic Book Adaptation of Breath of Fire IV (and actually to a lesser extent in the original game as well). An especially tragic example as said Mami was literally used as the human warhead in a Fantastic Nuke in an attempt by the very empire Fou-lu founded to kill him. It merely makes him go Woobie, Destroyer of Worlds instead.

Comics

When Elektra died, Daredevil was shown cradling her tombstone on a cover.
Similar to the above, a cover from the Spider-Man Reign storyline (which is the page image) had Spiderman hugging Mary Jane's tombstone.

Film

At the end of Brokeback Mountain, it's revealed that Ennis still holds on to Jack's shirt, just as Jack held on to his while they were separated.
In the movie He Got Game, when the governor lets Denzel Washington's character out of jail temporarily so that he can convince his son (a star basketball player) to go to the governor's university, Denzel makes a stop at the cemetary to see and then embrace the grave of his wife, whom he accidentally killed years ago.
Dren does this in the movie Splice with a cat while her "parents" are away. It's kind of sad and sweet, but...
There is a creepy short film where a man has made an eerily lifelike doll/machine that looks like his dead wife—at the end, he's just standing there holding it, manipulating switches on its back so it will embrace him in return. (Need some Wiki Magic, anyone know the name of the film?)

Literature

Ayla does this in Valley Of The Horses. After being exiled from the Clan and forced to leave her infant son behind, the only thing she has left of him is the bag/cloak she used to have for carrying him.

Live Action TV

When Tara breaks up with Willow in Buffy the Vampire Slayer due to Willow's abuse of magic, one sign of Willow's sadness is that she takes a set of Tara's clothes, uses her magic to give them shape and form, and then has it hold her.
On Angel, Wes is seen holding Fred's stuffed rabbit as he packs her stuff away after her death.
- Cordelia laments that Doyle had nothing special he left behind so she could do this trope; she's less than impressed to find that Doyle did leave her something special—his ability to experience headsplittingly painful visions.
A grisly variant in True Blood. After Eric seduces and murders Russell Edgington's lover Talbot, an increasingly insane Russell goes out and finds a male prostitute who resembles Talbot, puts a stake through his heart, and while the man dies says the heartfelt goodbye that he never got to say to Talbot. At the end, he cuddles with the body of the now dead man.
- Russell also keeps a glass jar filled with Talbot's blood and other bodily remains with him throughout the rest of the season. He can be seen talking to it and carrying it everywhere.
An episode of How I Met Your Mother has Marshall away, staying with his mother, and Lily getting lonely to the point of dressing up a pillow in Marshall's clothes. (This may be an Actor Allusion, given that Lily is played by Willow's actress.)

Lily: I call him "Marshpillow", and he calls me... nothing, because he's a pillow.

Breaking Bad: After Jane's death, Jesse can be seen cradling his cell phone, then calling her number just to hear her voice mail, until her line is finally disconnected and he can no longer hear her voice.

Webcomics

In the Erfworld prequel that details Wanda's backstory, after Wanda's brother Tommy is poisoned and killed by a woman he loved, Wanda manages to animate his body, but despite it being the best work she's done in raising the dead, she realizes that the animated dead isn't the brother that she loved, and never will be. Her first order to it is to hold her while she cries.

Western Animation

For all that he is a Jerkass to Stimpy, Ren from Ren and Stimpy did this twice in an episode when Stimpy leaves. First he breaks down in tears at the sight of one of Stimpy's hairballs and later in the episode he cradles a bag of kitty litter with Stimpy's face on it.