Sometimes there's a message.
Haydn's job at the time was running the orchestra of the Austrian royal court. As wikipedia so nicely sums it up:
I really enjoy this story because it shows a part of Haydn's character that's hard to see purely from his music. He was clever, diplomatic and not above tweaking the Prince when he was being a royal PITA. I alway smile when I hear this music. And I'm sorry, but I can't find a free download of the music. I did find this really cute CD and children's book combination at amazon that I'm going to order for my kids.
It was written for Haydn's patron, Prince Nikolaus Esterházy, while he, Haydn and the court orchestra were at the Prince's summer palace in Eszterhaza. The stay there had been longer than expected, and most of the musicians had been forced to leave their wives back at home in Eisenstadt, so in the last movement of the symphony, Haydn subtly hinted to his patron that perhaps he might like to allow the musicians to return home: during the final adagio each musician stops playing, snuffs out the candle on his music stand, and leaves in turn, so that at the end, there are just two muted violins left (played by Haydn himself and the concertmaster, Alois Luigi Tomasini). Esterházy apparently got the message: the court returned to Eisenstadt the day following the performance.
Another old favorite that I heard recently was J.S. Bach's "Wachet Auf!" (Sleepers, Awake!). This is such a joyous piece of music that it's commonly played at weddings. In fact, if you heard it, you'd immediately think "wedding music". Like this. This is miserable, but here's a download of a RM file with the melody, just so that you know what I'm talking about.
Why then, the odd title for such a happy piece of music? Knowing that Bach was quite the devout Lutheran, and knowing that he composed lots of liturgical music, one could speculate that the music is an attempt to capture the joy of the second coming of Christ, and the fulfillment of the promise of the resurrection for all of his followers who sleep.
So listen, enjoy and be enlightened.