It's a song that Loreena, amongst others sang:

http://de.wikipedia.org/wiki/Gloomy_Sunday_(Lied)

And I have a version that I'm pretty sure is her voice.. but since I'm not expert.. it could be a mixup.. But there are so many pages online saying it's Loreena that sang it aswell

Nopers. Any and all songs she's ever done are listed at her official website, and it's not among 'em. But mixups do happen a lot online, as I've said - people used to think Enya sang a song called Adiemus, which had a similar style to hers but not quite (the woman singing also sounded somewhat like her), when in fact is was a song by a group. A group called Adiemus.

you never know though.. Ayu sang "someday my prince will come"... and it's listed absolutely nowhere in her official site.