Funerals are lugubrious. So are rainy days and Mondays. Anything that makes you sad, gloomy, or mournful can be called lugubrious.
Lugubrious comes from the Latin verb lūgēre, "to mourn." You can also listen to the sound of the word: lugubrious sounds slow, heavy, and sad. Sometimes, just the "feel" of a word is enough to clue you in to its meaning, and lugubrious is one of those words. I was feeling great when I got to the concert, but the lugubrious music left me in a terrible mood.