Snowball in Hell is, in my opinion,
They Might Be Giants' saddest song. Some would say that title belongs to
The End of the Tour, but while that song deals with a tragedy, I would say that this song captures a feeling of
depression, something that is much more personal.
The lyrics make reference to a sad situation on the part of the narrator. It would seem that he's poor, hungry, and disappointed. And between the image of the jailor in his own cell and the snowball in hell, one definitely gets the impression that the guy feels hopeless about life.
But this is the part that really screws you up: The song does not sound much different than any other They Might Be Giants song. That is to say, it sounds a little whimsical, and the instrumentation is...unique. Plus, they stick in a snippet from some random motivational tape John Flansburgh was given. It definitely sounds low-key for TMBG, but by no means sad. Of course, many of TMBG's songs sound happy but are about breakups and the like, but Snowball in Hell has a desperation about it that's all its own. It would have made the perfect closer for the album Lincoln, but they stuck Kiss Me, Son of God after it. It's a travesty.