Our brains are wired to connect music with long term memory - if you're listening to a song when an important event in your life takes place. For example, Proposal, Death, Birth, Marriage, Car crash, etc. It is likely you will remember the event again whenever you hear that particular song.
Those who have diseases such like dementia; music that they used to like may have an effect on them by triggering a memory which they may have forgotten. I.e. Their Wedding song.
Many studies have been done on whether or not music can effect our concentration levels and most people think it can, However when a study was done where participants had to play a very fast game. When played without music there were many more loses and less points gained throughout.
However when the game was played with more up-beat music which went with the game there were higher percentages of winning and people going on to further levels and completing the game fully.
One type of music which is believed to definitely effect concentration levels is Classical music. Listening to this is said to help people when doing work/revising etc.