For me, "So Blu" by Blu Cantrell helped me get over losing my first love. Now it would have to be any Adele, so obvious!!
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When I was 16, I broke up with my first serious girlfriend and listened to "californication" by the chili peppers on the way back from her place. Ever since then, I always listen to that album immediately after a break up.
It's not exactly a good break up album, but it holds that special place in my (broken) heart :)