The Weeping Woman (la Llorona) is a latin american legend, which features a ghost lady. Each country has its own version (the earliest is Mexican), so the details are different, but they share the same plot: she was a woman that drowned her children in a river. The reasons for doing it change a lot: the father neglected the children or rejected the mother, the husband cheated on her, the husband abandoned them, or the children were the outcome of an infidelity. In every version she dies, murdered by the husband or by committing suicide.
Either way, la Llorona is now a spirit in great sorrow, dressed all in white or black. She regrets so much what she did, that she doesn't remember she did it. Now she wanders the rivers (or any water body), churches and graveyards crying and looking for her children. Some say say that if you see her, she'll take you away to drown you, to others, she's an omen of death.

In this song, she seems to be the representation of Death itself. The singer shares the pain of la Llorona, so she is used as a confidant. Also, near the end, the singer asks la Llorona to help them die.

You may find different versions of this song, with different verses. Each singer adds, takes and edits the lyrics of the song.