The EP Broken contains Happiness in Slavery.
Broken (EP) . Nevertheless , `` Wish '' won the Grammy Award for Best Metal Performance at the 35th Grammy Awards , and the Woodstock '94 performance of `` Happiness in Slavery '' won the same award at the 38th Grammy Awards . `` Happiness in Slavery '' is a song by American industrial rock band Nine Inch Nails from their debut extended play ( EP ) , Broken ( 1992 ) .