If you have your heart broken, you might turn to some lugubrious music that reflects the way you feel. Lugubrious means very sad, mournful, dismal, or gloomy — especially in a way that is unrelieved or seems exaggerated. The adjective has its roots in the Latin verb lugere, to mourn.
In Henry James's The American, Christopher Newman seeks out the woman he loves, Claire de Cintré, who has retreated to a nunnery:
Suddenly there arose from the depths of the chapel . . . a sound which drew his attention from the altar — the sound of a strange, lugubrious chant, uttered by women's voices. It began softly, but it presently grew louder, and as it increased it became more of a wail and a dirge.