The band La Llorona from the graphic novel Love & Rockets #7: The Death of Speedy by Jaime Hernandez (Fantagraphics Books, 1986).
Aztec folklore possibly influenced the legend of La Llorona; the goddess Cihuacoatl (or Coatlicue) was said to have appeared shortly prior to the invasion of Mexico by Hernán Cortés, weeping for her lost children, an omen of the fall of the Aztec empire.
Love & Rockets #1