Does anybody enjoy being in a melancholy mood?

I am usually a pretty balanced, happy and cheerful person. But there are times when I am feeling melancholy. Not really depressed, but more like stoically emotional, for lack of a better term. This is really accentuated by the music I listen to, where if a certain track (like Radiohead's Banana Co) plays, I get that feeling.

And it's just such a strong feeling that it's strangely addicting, even though it's not necessarily a happy feeling. It makes me more involved in my thoughts, and especially makes listening to music a much more powerful experience. Can other people relate?