[link to original on tumblr]
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The melody during "her smile, her tears" first goes up (G to C) to portray the smile and then down (G to E) to portray the tears. Interestingly, the "her" is on a G note both times, and I think that that consistency makes this work even better - both descriptions have the same starting note, so the difference between them is… well, somewhat easier to notice.
In the third verse, the melody is slightly different. The melody that accompanies the lines "As the night folds in around me / Night surrounds me; I'm alone" is more compact than the corresponding section in earlier verses. The phrase as it appears in that verse contains notes between C and A, but in the other verses, it's between C and the C above (an octave). The shortened span of the melody kind of imparts "the night fold[ing] in" and "surround[ing]."
At the end of each verse, the melody rises from a G to a G# (the minor third to what's either an accidental or - more likely - a note in some other key), which has some interesting connections to the lyrics. It's a weird-sounding change, and each of the lines that accompanies it deals with the alienation and loneliness present in the wake of the girl's departure. There's "Turned to shadow when he came," "I feel life's gone from me," and "Night surrounds me; I'm alone."
I'm not even going to try to suss out the music theory behind that change because it's over my head. "Maybe after He's Gone" is - at least mostly - in E minor (I think the choruses are in A major), but I'm fairly certain that that G-to-G# change doesn't indicate a modulation to E major (usually, I think it would), but beyond that….
