Then there’s this Italo-Disco gem 
Wicked, wicked disco bass line, if nothing else.
There needs to be some black metal in this thread, so here’s Emperor.
How about Satan do the songs have to be?
Would “Running With the Devil” (Van Halen) or “Devil in Her Heart” (Popularized by The Beatles) count?
Well the devil’s in the details, but what the hell. Anything goes! I was thinking of songs where Satan was the main subject, but post 'em if you got 'em!
“The Devil and the Feathery Wife”, by Martin Carthy. I have a recording of this on the ‘Cool as Folk: Cambridge Folk Festival’ album.
Swamp by the Talking Heads.
Iron Maiden - “The Number of the Beast”
Not really about the devil, I guess, but pretty funny:
Butthole Surfers - “Sweet Loaf” ("…And by the way, if you see your mom this weekend, be sure and tell her…SATAN! SATAN! SATAN!")
Yngwie Malmsteen’s Disciples Of Hell.
http://www.metrolyrics.com/disciples-of-hell-lyrics-yngwie-malmsteen.html
I almost forgot one of my favorite bands- the Eric McFadden Trio, Devil Moon.
Eric is a phenomenal guitarist and James Whiton on bass is amazing.
Mephistopheles, Trans Siberian Orchestra (from Beethoven’s Last Night)
Drive, He Said, Steve Taylor
The Roommate From Hell, MC Lars
My favorite is one by The Poozies. The Widow, who outlasts Father of All Lies in an unusual, er, …contest.
Also, Somebody’s Knockin’.
Tribute - Tenacious D
Slightly tangential perhaps – since the devil doesn’t actually “appear” in the song but: (Ghost) Riders in the Sky.
“satan is my motor” by Cake! Great song. I think he wrote it just to piss people off…
I have met people that freak out when they hear it, as though they were in the room with a demon!
Relax people. He is having fun with you…
For anyone who was into industrial/goth back in the late 80’s and early 90’s, there were few bands on Wax Trax who specialized in making particularly disturbing music. There are a couple of songs by “My Life With the Thrill Kill Kult” that would definitely fit your description. I don’t think I can link to a commercial web site, but just cut and paste with the quotes and you’ll find it.
Can’t forget the classic Stonehenge by Spinal Tap.
Lots of great stuff here, people. The Devil’s Mix (aka Satan’s Playlist) is going to turn out really well. Thanks to everyone who posted and keep 'em coming!
It just occurred to me that I can’t think of any traditional, premodern folk songs about Satan. For that matter, he does not show up much in European folk-tales, either (those that are not saints’ lives, that is). I wonder why not?