**An online acquiantance I have, provided an excellent thesis as to why. He is a neuroscientist.
- Why do we associate emotions with certain pieces of music?** A combination of cultural (learned) experience and resulting anticipation. When our brains recognize a musical pattern, our experiences provide us with expectations for what happens next. For instance, horror movies tend to take advantage of our past (cultural) experiences of what “scary” sounds like. Additionally, whether our expectations are fulfilled or not (suspension & resolution) plays a role in our emotional response and neurological pathways of reward.
“…and so our neurons search for the undulating order, trying to make sense of this flurry of pitches…”](http://www.wired.com/wiredscience/2011/01/the-neuroscience-of-music/)
2) Is the beauty of music strictly related to its underlying mathematics? Possibly, but some scholars say no. Pythagoras was one of the first to realize that math and music were related, and music theory has greatly developed since then. While physics and math do help us to understand what patterns we recognize, we don’t necessarily like sounds because they are “mathematically pure”. Rather, it is generally accepted that we like music because of its familiarity, and - conversely - because of its ability to defy our expectations.
3) Wait, what about babies? Infants have been found to be surprisingly adept at distinguishing musical patterns, and their perceptual ability changes with exposure to more music.
4) Is there any evidence that other animals are similarly affected by music? This is also the subject of some controversy. One issue is that studies have been performed which investigate how animals are affected by human music. David Schwartz (author of source featured in #2) has argued that, if animals are affected by music, it is likely their response is related to their own environmental experiences (e.g., their species-specific communication patterns). Regardless, animals have been shown to recognize patterns just as we do (e.g., pigeons, starlings, and dolphins). Fireflies are the closest non-human example of animals which adhere to music synchronization.
5) What’s this goosebumps reaction I’m having? You are emotionally sensitive to some stimuli, which triggers the release of adrenaline. In some people, this effect can be produced at will. Related, but scientifically hard to study at the moment: ASMR.
6) What about synesthesia? As atalkingfish reported, synesthesia is more of a link between perceptual systems, which may be simultaneously awesome and frustrating. I have a friend who is unable to drive while the radio is playing because “colors and shapes obscure the field of vision”.
Here is another excellent paper that provides a fairly thorough investigation of music and emotion.