The Arcade Fire song, "Deep Blue," mentions the 1996 match in which IBM's Deep Blue was defeated by Kasparov. Also, it's an awesome song.

Are we forgetting "Like a g6" by Far east movement

That song is always in my head as black begins to fianchetto :P

Bob Segar taught me how the knight moves.

But Suzanne Vega actually has a song named Kinght Moves.

http://www.youtube.com/watch?v=zqIclJjrCgU

Watch while the queen
In one false move
Turns herself into a pawn

Unfolding Vostoks - Bobby Fischer Trees

http://soundcloud.com/unfolding-vostoks/unfolding-vostoks-bobby

Queen on their second album Queen II had many chess references. 

I just wrote lyrics for Bob Seger's "Knight Moves"

I was a little bit behind
Could’ve used a few pawns
Staring at the black army, attack coming on
She was a boxwood beauty with a hand carved mane
A bridle on her head sitting way up high
Way up firm and high

Out past the mid ranks, where his pieces were collected 
Stood my lone bishop, unprotected
Picked up my piece, the one with hooves
And I made a knight move
Tried to offer a trade he could not refuse
When I made that knight move
To a square, sublime
My position was looking prime

He wasn’t in check, oh no far from it
Yet I knew his king would soon take a plummet
We jockeyed for position all over the board
Captures being scored
And we’d steal a pawn every chance we could
To the back rank, where we tried to push our wood
I used forks, he used pins
Neither would yield
While our kings still had shields 

Then I made a knight move
Tryin' to catch his queen in the middle of a snooze
Such a subtle knight move
Twas a sweet sacrifice
I knew he’d plunder
I laid the trap
And waited for his blunder
Waited for his blunder

I looked at the board to find a forced mate
How many moves? No more than eight
Started pushing my rook toward the square G2
Ain’t it funny how the knight moves
When you just don’t seem to have as much to lose
Strange how the knight moves
With checkmate closing in

I write my own chess songs. :)

@ SamD87:

Awesome. 

Where's the "like" button?  That was awesome!!! 

put your back into it by ice cube... talks about gettin check mate

Annihilator - Knight jumps the Queen

This is really about chess! Chess song all the way!!!

http://www.youtube.com/watch?v=xDIdvfzMHGM

This song also uses chess as a metaphor for deadly deeds of world powers:

The Wu Tang clan has made songs about chess.

and Dimmu Borgir...

How about The Pawn Shop Boys?

They sang about how The King lost his castle and now it's back to square one. 

FIDE has an anthem that is played (or sung) at the openeing cerimonies of FIDE tournaments.
go to  http://beemp3.com/index.php?q=fide+anthem&st=album 
and click on "song"
or go to 
http://www.mp3chief.com/music/fide-world-chess-federation-anthem/
and listen to the music 

why not show the Wu Tang Clan?