... has to be the advert for the XBO 360 game, "Gears of War". (YouTube version)
PS: The game's website is pretty cool - scary, though.
The song is "Mad World", Tears for Fears' debut single. The version used in the advert is a cover by Gary Jules. It originally appeared at the end of the movie Donnie Darko. (Which I still need to see).
I was a huge Tears for Fears fan growing up - the first album of theirs I bought was "The Seeds of Love" and I loved listening to the "set" of 4 songs that flow together. After their breakup, they disappeared until "Tears Roll Down" came out in '92 (Orzabal was basically a solo artist using the Tears for Fears name still).
The next two albums ("Elemental" and "Raoul and the Kings of Spain") didn't make much of an impression on me. Orzabal and Smith finally reunited and released a new album in 2004 ("Everybody Loves a Happy Ending") which I've listened to a few times but didn't really love. Perhaps I've just outgrown my earlier tastes?