I'd bet you've seen at least one film that uses this trick: the protagonist turns on the radio for a little light distraction, and every song seems to be trying to tell him something about his situation. It's usually used for comic effect--a classic "Why me?!" moment--but Neil Gaiman's comic book The Sandman uses the inescapable radio to a very different effect.
To be clear, Sandman is a horror series, focused around the titular Sandman--Morpheus, the Dream King. Some issues are more horrifying than others, and it's the slow-burning psychological piece "Dream a Little Dream of Me" that finds itself driven by this musical device.
It starts off with the song in the title, a sweet love song from the 1930s that helps to set a dreamy mood. The effect is echoed by similar songs from the 50s and 60s: "Mr. Sandman," Bobby Darin's "Dream Lover," Patsy Cline's "Sweet Dreams," and Roy Orbison's "In Dreams."
A little sweet. A little wistful.
Still, it's strange music to be taking over the airwaves around you, and it lets John Constantine know that something weird is on the way. Possibly something quite dark, the Eurythmics' "Sweet Dreams (Are Made of This)" suggests.
Eventually Constantine confronts the darkness, and a resolution is reached. He wanders off to a reprise of the upbeat "Mr. Sandman," letting the Chordettes sing away all the tension.
