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Zugzwang is a chess term. When any move you can make will land you in more trouble, that's a zugzwang. In other words, it is a situation in a chess game in which the obligation to make a move in one's turn is a serious, often decisive, disadvantage. It's from the German for move (zug) and compulsion (zwang). But try saying it aloud. It's glorious. It has a sort of back-and-forth motion to it.
Essentially, zugzwang is the same as being caught between the devil and the deep blue sea, except that it implies more options. The misery and melancholy of the zugzwang can extend in every direction.
Incidentally, you may have been wondering why I didn't capitalize the devil and the deep blue sea. The reason is that the phrase has nothing whatsoever to do with his satanic majesty. Like so many phrases it's nautical: the seam which margins the waterways on a ship's hull, which means that it's a strip on the outside of the ship, just above the waterline. Occasionally, sailors used to be sent down to caulk the devil, which was a very precarious job because you were caught between the devil and the deep blue sea.