Aren't some memories 'splendid sorrows', providing both pain and ecstasy? Memories we can never let go of; that lie deep in us, have become part of us. Anna Akhmatova explains it exquisitely here.
Like A White Stone - Anna Akhmatova
Like a white stone deep in a draw-well lying,
As hard and clear, a memory lies in me.
I cannot strive nor have I heart for striving:
It is such pain and yet such ecstasy.
It seems to me that someone looking closely
Into my eyes would see it, patent, pale.
And, seeing, would grow sadder and more thoughtful
Than one who listens to a bitter tale.
The ancient gods changed men to things, but left them
A consciousness that smoldered endlessly,
That splendid sorrows might endure forever.
And you are changed into a memory.