When I was a child, my dad loved and frequently played his record of the War of the Worlds musical, a strange, late-70's prog-rock/disco musical of the HG Wells book.

Also at this time in my life, I started having anxiety and depression over the realization that my parents were mortal and were going to die some day (my mother had a serious operation that made me realize this was possible). Because of that association, hearing the music from that record brings back memories of the first time in my life I felt helpless and despairing for the future. I literally have come to associate that music (and to a lesser degree, the story the music is based on) with things like terminal illnesses, freak accidents, and an inconsolable sense of dread.

On the flip side, most songs that are about feeling good or having a good time bring me down too. They make me feel broken, or remind me of how rarely I've felt as good as the song is trying to make me feel.