It gives you that feeling that you have lost someone too, and you are right there with the characters, crying with him or her. That is what music does to a movie. It takes you from your seat and places you in the movie. You cry when they cry, you laugh when they laugh and you feel all lovey dovey when they do. Music helps the characters better portray what they are feeling so that you too can sense what they are going through.
Music definitely plays an integral part in movies today.
They take you from your seat and bring you into the movie. So much that every time you hear that special song, you think of that movie or that particular scene. The song brings back the feeling that you got sitting in the theater, the feeling of how great the movie was and what it meant to you. Think of a movie without any music in it and then think of one with it.