This song is so underrated it's pathetic. The video's perfection (featuring Karen O's truly gorgeous vocals, front and center, for the first minute) and the song is even better with a composition that builds at a steady rate, letting up then pushing on at just the right moment, and the lyrics are amazing. The video holds the same dark hope that's so prevalent in the song (melancholy lyrics with an uptempo composition go together greatly) as the band switches from a (mostly empty) subway, a lonely cab ride, and the end of O's bender to performing and dancing atop the Empire State Building while lyrics switch from "oh despair, you were there through my wasted days, you're there through my wasted nights, you're there through my wasted years, you're there through my wasted life" to "through the darkness and the light, some sun has got to rise"; it sounds bipolar, but it works out beautifully.
This was the second single from the bands latest album Mosquito which you should already have in your music library (the first single was "Sacrilege" and it's just as awesome).
"Despair" Yeah Yeah Yeahs