Is it 'when it's cold I'd like to die'? I haven't watched series 4 in a while but this plays either when Eddie or max dies

I don't know what song is playing when Eddie died, but in the last episode of season 1, they played "When its cold I'd like to die" during the scene in which Hopper and Joyce are rescuing Will.

I think its When its cold I'd like to die, yeah, thanks!

Master of puppets(I think)

@Michaelback The song Eddie played was Metallica's "Master of Puppets." I hope that helps.