... I got the following snippet of text from this web page but I've heard about this song for years.
Gloomy Sunday - the notorious 'Hungarian Suicide Song' - was written in 1933. Its melody and original lyrics were the creation of Rezsô Seress, a self-taught pianist and composer born in Hungary in 1899. The crushing hopelessness and bitter despair which characterised the two stanza penned by Seress were superseded by the more mournful, melancholic verses of Hungarian poet László Jávor.
When the song came to public attention it quickly earned its reputation as a 'suicide song'. Reports from Hungary alleged individuals had taken their lives after listening to the haunting melody, or that the lyrics had been left with their last letters. The lyricists Sam M. Lewis and Desmond Carter each penned an English translatation of the song. It was Lewis's version, first recorded by Hal Kemp and his Orchestra, with Bob Allen on vocals (1936), that was to become the most widely covered.
The popularity of Gloomy Sunday increased greatly through its interpretation by Billie Holiday (1941). In an attempt to alleviate the pessemistic tone a third stanza was added to this version, giving the song a dreamy twist, yet still the suicide reputation remained. Gloomy Sunday was banned from the playlists of major radio broadcasters around the world. The B.B.C. deemed it too depressing for the airwaves and banned it. But despite all such bans, Gloomy Sunday continued to be recorded and sold.
Snopes.com on "Gloomy Sunday"
This is my new current mission. I simply MUST listen to this song.