In the Troupe Vampire LARP I ran there was a mad Ventrue doctor who liked to perform his experiments to the song 'We'll Meet Again'. They came across the song a couple times, once when I kept making the song skip on YouTube (basically by clicking on a slightly earlier point on the track), and later when it was played in full. It cropped up when he was alive, er, a vampire, and later at a couple points when he was a corrupted ghost and later as a fully-fledged demon. I only played it about 3 - 4 times during a campaign that lasted well over a year but it is certainly remember as Dr. Taylor's song.
In the Shaitan campaign I'm currently playing in, Shaitan gave up his host to Belphigor believing that the 17-year-old optimist that had salved his own psychological wounds might heal Belphigor's broken mind. As Shaitan sped off to find itself a new host, it landed in the body of burgeoning new metal star, Nick Sanderson, only to find the host currently being experimented on by a thrall of Shaitan's old nemesis and now Malefactor Earthbound. The song 'Change' by the Deftones was playing in the background.
In the game world, the Deftones songs were what my character invented (makes it easier to play a singer when you can just put on real songs and claim them as your own) so I've learned to associate Deftones with that game. Having recently just listened to it, I'm totally keen to play some Shaitain. Funny how things work, huh? Do you guys have any similar songs that linger close to heart?