Mazzy Star were (still are, in fact) a duo - Hope Sandoval and David Roback (ex-Rain Parade) - who started off together in a band called Opal, with Kendra Smith (ex-Dream Syndicate) as lead vocalist. When Smith left, abruptly - like, slammed her guitar on the ground during a gig and left - Sandoval took over lead vocals to finish the tour.
After that tour ended, the two of them formed Mazzy Star. Mazzy Star had a minor hit song in 1993 - "Fade Into You". This is not that song. This song is from their influential and tone-setting 1990 debut album, She Hangs Brightly. Kurt Cobain called the album one of his favorites of all time.
Hope Sandoval is notoriously shy during live shows - she performs only under dim lighting and interacts little with the crowd. You can kind of hear it in this song. That's the best description I can give for this haunting song, one I list among my favorite songs of all time.
The band is actually still together. They released their fourth album in 2013, and had reformed for a couple of tours before that. Here's a performance from 2012, where you can see the dim lighting.