With Elizabeth's Fraser's impenetrable, often made up lyrics, their 'ethereal' sound and a preference for privacy, the Cocteau Twins certainly cracked it when it came to mystery. Mind you, your Song of the Week editor once saw them having an argument on a London Underground train. Rock n' Roll.
Still, this is very uplifting don't you think? Also check out their cover of Tim Buckley's Song to the Siren (as This Mortal Coil), a Song of the Week from a long, long time ago.