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Remember The Day Lyrics
She's walking alone, walking by the river
Amazing how it moves, waves, they are dancing
She used to dance, she used to dance with him
Remember the day the music box stopped playing
What would she have done if his body floated up?
She used to float, she used to float with him
She used to eat, used to sleep with him, with him
She's walking alone, walking by the river
Amazing how it moves, the gun to her forehead
She used to move, she used to move him
She used to be, she used to be
Amazing how it moves, waves, they are dancing
She used to dance, she used to dance with him
What would she have done if his body floated up?
She used to float, she used to float with him
She used to eat, used to sleep with him, with him
Amazing how it moves, the gun to her forehead
She used to move, she used to move him
She used to be, she used to be

I personally believe that it's about a woman who feels, in some way, responsible for the death of a former lover and commits suicide due to these feelings. In the end, it seems like it's not just "she used to be", but instead "she used to be ha-" Which leads me to believe she was happy before he died.

I think this song is their take on a murder or suicide. A distraught woman is walking by the river, contemplating the death of her lover, when suddenly she is shot in the head by someone (possibly herself?) and dies.