They are many and they are varied.
My personal favorites are...
Satan gave me a taco - Beck
In this tune Beck is given a Mexican dinner by Beelzebub himself. Unfortunately it turns out to be a meal of questionable quality and eventually leads the singer through a serious of misfortunes including a violent assault at the hands of a freakish lady, a courtroom appearance with a motley array of occult figures and ultimately a successful but somewhat cliched career as a rock star. In the end I think the message is a variation on the Robert Johnson mythos that your soul can be traded for mastery of music.
http://www.youtube.com/watch?v=I-XuMvxi-vc
Satan is Boring - Sonic Youth
This early number form the 'Youth was a b-side from there single 'Flower' released in 1986. The lyrics are somewhat cryptic but seem to point to some kind of duality of deception and damnation. A more descriptive title might have been Sonic Youth is Boring.
Satans Jewel Crown - Emmylou Harris
On this plaintive country pop outing, Emmylou sings of salvation from Satan's temptation. The song carries a naive message that a life filled with "drinking and runnin' around" will lead to damnation. So take Emmylous advice and walk don't run.
http://www.youtube.com/watch?v=5LBH5pUKC64
Satan is my Motor - Cake
Cake has a car that is the embodiment of pure evil and the motor is none other than the fallen angle Satan himself. This opens the way for a historic show down since Ministry once bragged that "Jesus built my hotrod".
http://www.youtube.com/watch?v=ksd_PKe-ex0
http://www.youtube.com/watch?v=33tcRjgXU4s&feature=related