I stumbled upon this when I was searching for more versions of one of my favorite songs, "Gloomy Sunday".
"In February of 1936, Budapest Police were investigating the suicide of a local shoemaker, Joseph Keller. The investigation showed that Keller had left a suicide note in which he quoted the lyrics of a recent popular song. The song was "Gloomy Sunday".
The fact that a man chose to quote the lyrics of a little-known song may not seem very strange. However, the fact that over the years, this song has been directly associated with the deaths of over 100 people is quite strange indeed.
..........
As the months went by and the excitement died down, the B.B.C. agreed to release "Gloomy Sunday", but only as an instrumental. This version was later made into a record. A London policemen heard this particular arrangement being repeatedly and endlessly played in a nearby apartment. He considered this to be worthy of investigation. Upon entering the apartment, he found an automatic phonograph playing and replaying the tune. Next to it was a woman, dead from an overdose of barbiturates. It was this incident which prompted the B.B.C. to reimpose its ban on the song. To this day it has not been lifted.
As a final note, "Gloomy Sunday" was introduced to the U.S. market in 1936. However, getting it recorded was no easy matter. Bob Allen and members of the Hal Kemp band were the first to record "Gloomy Sunday" in the U.S. They were noticeably affected while making the record. It took twenty-one takes to turn out a record good enough to publish. Few people who have ever listened to the melody and lyrics fail to confess that it has a horribly depressing effect."
full article-
http://www.phespirit.info/gloomysunday/article_01.htm
I now find it odd that i've never really used the word "depressing" to describe this song... *shrug*.