Have you ever thought of a song while playing a game you like?
I associate Horny by Mousse T with Dungeon Keeper 2, because the Horned Reaper in Dungeon Keeper 2 is frequently nicknamed Horny in-game. I always referred to him as Horny while playing it. I didn't know what horny meant when I was a kid.
Now I look back on it, I feel really embarrassed!
I also think of Indestructible by Disturbed while playing a Jailbreak map on Unreal Tournament.
You'd think that Jailbreak (either by ACDC or Thin Lizzy) would come to mind, but nope. Not for me anyway.