Depeche Mode
Depeche Mode was a musical group. They made an album named Ultra.
In 2005, the Ninth Doctor visited an HMV, and asked for gift recommendations. Geoff Cliff told him that Ultra was the "best CD in the whole world". The Doctor left the store empty-handed. (PROSE: Have You Seen This Man? [+]Loading...["Have You Seen This Man? (short story)"])
Behind the scenes
In AUDIO: On Ghost Beach [+]Loading...["On Ghost Beach (audio story)"], the Fifteenth Doctor plays a live version of "Enjoy the Silence" by Depeche Mode on the TARDIS jukebox.
Though he talks about meeting Martin Gore (one of the founding members, who also wrote that song), and even specifies it was recorded in Berlin in the summer of 1990, the story makes no explicit reference to the name of the band.