"Song 2" by Blur is for right after I've found out I passed an exam. If you know it, you know why.
Much of "Californication" (the entire album) by the Red Hot Chili Peppers reminds me of barbecue afternoon-evenings in the garden of one of my Brazilian host sister's friend's house.
Then there's "Velvet" by a-ha which used to remind me of the book "Politika" by Tom Clancy, simply because I listened to the album while reading.
Røyksopp's album "Melody A.M." reminds me of the seminar I took while doing civilian service ("Zivildienstlehrgang" or so in German). I was in the middle of nowhere for a couple of days with very little to do and a bunch of barely post-pubertal yobbos to hang out with, so the obligatory "good book and good music" I had packed were quite welcome.
And then there's a whole bunch of Brazilian music that reminds me of all kinds of things, but that list would take far too long to make.
Don't cry because it's over, smile because it happened.