This essay aims to assemble (palimpsestically) the visions of several art creators on melancholia and nostalgia. It also undertakes a brief foray into the history of art and film by reference to several influential names: Andrei Rublev, Gian Lorenzo Bernini, Albrecht Durer, John Everett Millais, Andrei Tarkovsky and Lars von Trier. Moreover, it examines one of Andrei Rublev's prominent works, The Holy Trinity. and Durer's Melencolia I (1514), a remarkable engraving from a visual and intellectual point of view. In cinema, the option for the visions of two directors (despite their differences of style, ideas and generations) is linked to the core representation of nostalgia and melancholia in Tarkovsky's film, Nostalgia (1983), adjacent also to The Sacrifice (1986), and in Lars von Trier's Melancholia (2011). The analysis proposed in this essay resorts to the ancient philosophical conception on melancholy, as well as to the interpretations on this theme provided by modern scholars, such as Sigmund Freud, Fritz Saxl, Erwin Panofsky, and Raymond Klibansky. The same goes for nostalgia, even though this a pre-modern concept.