Fight sports like Boxing and Mixed Martial Arts usually followed the Professional Wrestling example where a fighter's entrance is accompanied with a song. While most fighters usually used different songs for their entrance, some fighters would usually end up being associated with one particular song.
In the US at least, many high schools and colleges have fight songs and official hymns. Most Americans are probably at least passingly familiar with the Notre Dame fight song as an audio shorthand for college football, especially if they have ever seen Rudy.
San Diego Padres and Milwaukee Brewers closer Trevor Hoffman and AC/DC's "Hells Bells."
Similarly, Yankees Stadium will erupt when the opening riff of Metallica's "Enter Sandman" plays. They know that relief pitcher Mariano Rivera is coming into the game, and much like Hoffman's appearance, this typically meant the game was over.
You'll Never Walk Alone from Carousel has primarily been affiliated with Liverpool FC.
The Chicago Blackhawks of the NHL have all but made their goalsong, The Fratellis' Chelsea Dagger this.