The Last Piece

Yesterday, when we were listening to our favorite song and solving one of our numerous puzzles, ended up with four corner pieces, all of which could perfectly fit the frame. Which one do you think is the correct piece that completes the puzzle?

The jigsaw puzzle describe the lyrics of our favorite song - "House of the Rising Sun" by Animals. Therefore the correct piece is the second one (the first one depicts "The Eagles" and the third one depicts "The Rolling Stones").