Funeral songs & other musical interludes

Here's my two biggies: Brompton Oratory by Nick Cave - love, sex, death, God, vampires, beauty and Nick, what more do you need.
and Consummation by Nina Simone - similarly swaggeringly epic.

One of my faves is one off the Singing Detective soundtrack:
Blues in the night
My mamma done told me,
when I was in pigtails,
My mamma done told me, Hon,
A man is a two-face
he'll give you the big eye,
And when the sweet talking's done.
A man is a two-face,
A worrisome thing who'll leave you to sing,
The blues in the night