The song is “Late Goodbye” by Poets of the Fall. It’s a damn good song in its own right, but it was also featured as part of the soundtrack for the video game “Max Payne 2: The Fall of Max Payne. A Film Noir Love Story” (that title is a mouthful). It’s an action game, but it prominently features a romance between detective Max Payne and mysterious hitwoman Mona Sax. A romance which seems to be doomed by cruel destiny, but can be saved if you put in enough work (finish the game on the highest difficulty).

Spoilers for Season 1 in the video.