The infamous 1990s Judas Priest trial, in which the families of two boys who committed suicide claimed that a song told the boys to do it, ended with the judge stating that there was no scientific evidence in their favor. Yet some people still claim that music, as well as advertisements, contains hidden messages.

For further reading:

http://science.howstuffworks.com/life/inside-the-mind/human-brain/10-brain-myths.htm#page=4