"Fargo, North Dakota" is simply beautiful and dramatic. For bonus points, the show also uses it to end things with each season, as well as gloss over the deaths of some major characters.
The cover of "Go To Sleep You Little Baby" performed over the first episode's end credits as a Shout-Out to O Brother, Where Art Thou?. There's also "Children of the Sun" playing as Rye follows Judge Mundt to the Waffle Hut.
"Yama Yama" by Yamasuki kicking off "The Myth of Sisyphus." The song itself is an odd yet fitting introduction to an episode where shit is about to go down.
"Down in the Willow Garden" as performed by The Chieftains playing over the credits to "Fear and Trembling" immediately after seeing Lou sitting on his back porch to protect his family for the night. It sweetly hearkens to the way we see Lou do this back in season one.
Blitzen Trapper's cover of "Man of Constant Sorrow", which plays over the end of "Rhinoceros" and pays tribute to The Coen Brothers' other works in a beautiful fashion.
Lisa Hannigan's very soft cover of "Danny Boy" in "Did You Do This? No, You Did It!" as Bear proceeds to kill Simone offscreen and have a breakdown about it directly after.
In the final episode, the use of Black Sabbath's "War Pigs" is a sign of just how much everything has gone to holy hell.
Season 3
"Oskus Urug" by Radik Tyulush, played while a shotgun-toting Action Mom Gloria clears her stepfather's house room by room, with a cutaway to Maurice exhaling a vast cloud of steam like some sort of dragon. The result is quite a dramatic and otherworldly scene.
Season 4
The rendition of "Caravan" that is used over the opening montage documenting the history of the Kansas City crime family hostage exchange program, with its haunting flute over a percussive drum, transitioning to heavy metal with a guitar solo when the Milligan Concern massacre the Moscowitz family.
Season 5
"He'll Have To Go" by Jim Reeves is played during a snowy scene in Bismarck, North Dakota, where we're introduced to a lonely, elderly woman returning home on Halloween, cracking open some beers, and turning on her TV. The gentle country sound accentuates the cozy yet melancholy scene until it suddenly, jarringly pitches down and fades out. Enter Ole Munch, in a rocking chair upstairs, proclaiming, "I live here now."
Alternative Title(s):Fargo Season Two, Fargo Season Three
is simply beautiful and dramatic. For bonus points, the show also uses it to end things with each season, as well as gloss over the deaths of some major characters.