Coheed and Cambria - Delirium Trigger. Changing from a space opera to complete insanity and megalomania.
Thursday - Paris in Flames. For the moments when you think about the last break-ups with girlfriends you had in your life. And at a particular point of this song you just wanna join the singer and scream to ease your and his pain. And scream and scream and....
Thursday - Asleep in the Chapel. Four minutes of apocalypse with a jet black future and complete chaos.
My Chemical Romance - Demolition Lovers. Silent,slow, but telling a story that Bonnie and Clyde couldn't have told better. You and your girl against the world on a one-way street, ending in a blind alley.
Hell Is For Heroes - Few Aginst Many. Almost the same as above, but not as tragic, more powerful and basically describing that friends would go through hell for each other.
Btw, it's all in the lyrics,not necissarily in the music itself.