It doesn't need to be in a specific location for me - I've experienced this like you the other day at a church with a small ensemble, in a pub with friends and family when some background music comes on, at home, in the car. And it's not an emotion from outside, it's the music and only the music.

I would love to find out what causes these extreme, profound emotional reactions to music.
There are certain pieces which invoke such irrational and overwhelming responses for me - some positive like Schubert's Trout Quintet, others very negative (nameless for now), across a wide range of genres.