Saudade is a Portuguese term expressing nostalgia or yearning for something that might have been.
From A Poet’s Glossary
The following definition of the term saudade is reprinted from A Poet's Glossary by Edward Hirsch.
A Portuguese and Galician term that suggests a profoundly bittersweet nostalgia. Aubrey F. G. Bell described saudade as a “vague and constant desire for something that does not and probably cannot exist, for something other than the present, a turning towards the past or towards the future” (In Portugal, 1912). It is not just a nostalgia for something that was lost; it can also be a yearning for something that might have been. The feeling can be overwhelming, and the Portuguese also speak of the desire to matar as saudades (“kill the saudades”). The word saudade is found in the Cancioneiro de Ajuda (Ajuda Songbook), a a collection of poems written in Galician-Portuguese and dating from the end of the thirteenth century, and in the Cancioneiro da Vaticana (Vaticana Songbook), a compilation of troubadour lyrics in Galician-Portuguese from the thirteenth and fourteenth centuries. One especially hears saudade in the Portuguese fado and in Brazillian music. Tom Jobim’s “Chega de Saudade” (“No More Saudade,” 1959) was the first bossa nova song. Whereas we tend to consign nostalgia to the all-encompassing dustbin of sentimentality, the Hispanic sensibility has saved it as a poignant and durable feeling relating to the transitoriness of life.