Lacrimosa are pretty great.
Now I return to this thread in more sober condition I would also recommend:
Cruachan, Orphanage, Butterfly Temple, Lumsk, Storm, the first 3rd and the Mortal album, Matriarch and, depending on your ability to withstand mindraping levels of symphonic black metal cheese, some illnath and Theatres Des Vampires.
Sol Invictus' albums 'In a Garden Green' and 'The Hill of Crosses' feature some awesome female vocals. If you like that sort of stuff, I can recommend you a whole slew of other female-fronted or featuring neo-folk.
And even though it's musically quite removed from what you've asked for, you definitely should check out Diamanda Galas.
This clip should explain why.