The Hour of the Star
To get the full effect of this book, you really need to make an iTunes playlist of every depressing song you've ever (legally) downloaded and then sit down to read while it plays in the background.
Just in case you don't have access to an infinite amount of digital music, however, the narrator has helpfully provided his own soundtrack. Like, as he's trying to start the story, he tells us that everything he is "now writing is accompanied by the emphatic ruffle of a military drum. The moment I start to tell my story—the noise of the drum will suddenly cease" (3.44). So, we're already getting the picture that this isn't going to be a lighthearted romp through Rio.
Or, a few paragraphs later, he informs us that "the story will also be accompanied throughout by the plangent tones of a violin played by a musician on the street corner … perhaps he is dead" (3.48).
Well, this is some cheerful audio/visual. Not only are we treated to the mournful sound of a violin, but we're also gifted with the visual imagery of someone so thin and pale that he might as well be dead. Have to say, those military drums are starting to sound a lot like a funeral march.
And the violinist comes back at the end. When Macabéa is lying on the ground, slowly dying, "a scrawny fellow appeared on the street-corner, wearing a threadbare jacket and playing the fiddle. […] The shrill, prolonged sound of his playing underlined in gold the mystery of that darkened street" (5.434). This is basically the soundtrack of death: a shrill, prolonged sound that illuminates the darkness of Macabéa's dying.
Even the song that Macabéa adores, Una Furtiva Lacrima (probably "Una Furtiva Lagrima" from Donzinetti's opera L'elisir d'amore) has a depressing title: it translates into "A Hidden Tear."