Woah! How is Recessional sad? I think you all must be misinterpreting it, drastically? Either that, or I am.
To me, Recessional is one of the most sublimely happy songs of Vienna's career. I believe it paints a set of word pictures in reverse chronological order--Vienna has mentioned in concert how the "memories" in the song are in backwards time order, which is reflected in the linguistic pun she gave to the song name, the obvious alternate meaning of which has to do with closing the album. I see these descriptions as being of a happy couple (the "other" of which is female--to me this means the narrator is male, despite Vienna's female voice--she sings from a male perspective sometimes, see for example Homecoming--although there are, in our society, other possiblities--see for example City Hall), the narrator of which is a naturally cautious person (perhaps he had been burned one too many times before meeting her). The first scene is in the "present" and her complete attention to him and their being in love overcomes his insecurities. I won't describe my interpretation of the scene further unless needed.
The second scene is in the past, when her newfound trust in him leads her to be comfortable enough to sleep on his shoulder, "dreaming through the noise" of the airport. He still doesn't know her well enough to be secure in his interpretation, but doesn't want to screw up the moment, and is thus "afraid to move". And then the third verse's description is a collection of little memories from the time frame when they first met, showing how he liked her right away and wanted to get to know her, but was taking it slowly.
In summary, I've been really quite sure that Recessional is a story of love triumphing over insecurity. Am I wrong?