There was an episode in the first season of The Twilight Zone called "A Stop at Willoughby" that has stuck with me.
Basically, a middle aged man with a stressful sales job, an abusive boss and an uncaring, selfish wife keeps having a recurring dream that he's on a train that stops at a peaceful and idyllic small town named Willoughby. He comes to look forward to having these dreams. At the end of the episode, a train conductor stands over the man's dead body and announces that he had jumped from the train. The episode ends with him being loaded into a hearse marked "Willoughby and Son Funeral Home". The town he had been dreaming of was a metaphor for suicide, and the peace he finally found was in the form of death.