By releasing no single bad album this century (as a matter of fact, he didn't in the previous), Nick Cave entered the same realm as Neil Young, Van Morrison and Bob Dylan. Great great songwriting, with a little danger added.
Apart from visuals, David Lynch was also sound; music often felt like a character in his films and series. Songs lost their innocence through the disturbing scenes in which they shone, and overtly nostalgic music suddenly seemed to come from another world.