Subtle is possible. Even when it doesn't seem subtle, like the "Awesome Mix" of songs from the first Guardians of the Galaxy**, it still can be: those songs tell you a lot about Peter Quill's relationship with his mother, and how they both probably liked certain songs without quite listening to all the lyrics.
I'm writing this because I keep wondering how a film could use this.
Nick Cave and the Bad Seeds' "The Mercy Seat." A song about a man getting executed in the electric chair. Explicitly about it. And the song sounds huge. The song's drama would most likely overwhelm any scene's drama. How to avoid that?
Go in a comedy direction. Have a montage of characters listening on headphones to songs to get them to relax. Someone's listening to "Here Comes the Sun"; someone else is listening to Pachelbel's "Canon"; someone else is listening to "The Mercy Seat."
I like that image.
* One time it wasn't: the film version of Fear and Loathing in Las Vegas doesn't use that song, even though Hunter S. Thompson mentioned "Sympathy for the Devil" when the book opens. The filmmakers decided it was too slow for the specific kind of energy they wanted in the scene. "Combination of the Two" by Big Brother and the Holding Company, with vocals by Janis Joplin, did have the right energy. In fact, Fear and Loathing in Las Vegas has a really well-chosen soundtrack, in case you've never heard it.
** I'm fond of that blog entry. *nods*