Basically the main premise of "Heavy Metal And You".
Ode for St. Cecilia's Day, a poem by John Dryden, most famously set to music by George Frideric Handel, follows the old Pythagorean idea of music being a central force in the creation of the world if not the universe — and extends it to the end of the world, when "music shall untune the sky."
In the Urban Fantasy novel Music To My Sorrow, the protagonists stop a riot and defeat the villain by staging an emergency magical rock concert. It helps that the main character is an elven-trained Bard who can rip holes in local spacetime with his music and their lead singer is gifted with the ability to influence the emotions of anyone who hears her sing.
Jinx High contains a magirock battle between two demon-infested electric guitars supported by a dark sorceress and a hippie-infested guitar and a guardian/witch. It ends when the speakers, not intended for arcane use, explode.
War for the Oaks is another Urban Fantasy novel in which the main character is a bard, though in this case she is an out-of-work rock band leader putting together a new band when she is recruited as the required mortal for the titular Faery war. In the course of things she discovers her magical powers and ends up challenging the Queen of the Unseelie Court to a musical duel to determine the outcome of the war.
And then there's the often-overlooked (but excellent) Gossamer Axe by Gael Baudino, whose harper heroine was taken by the Sidhe from ancient Ireland - she escaped (to modern Denver), but was forced to leave her lover behind. Her rescue attempts have always failed, as the immortal Sidhe's harp skills simply overpower her own...until she discovers a new weapon in heavy metal.
In the Spellsinger series by Alan Dean Foster, the most powerful force in the world is Fly Like An Eagle.
Terry Pratchett. Discworld. Soul Music. However, Soul Music is more or less about something for which the Disc isn't quite ready, and it ends up distorting reality to the point that history itself gets rewritten. Not that that's all that unusual in Discworld. (The book is filled with punny references; the primary singer of Music With Rocks In goes by "Buddy" since his first name means "bud" in his language; his last name, of course, means "holly".)
In a non-rock variant, Sybil's timely rendition of a venerated dwarfish aria in The Fifth Elephant persuades every dwarf in Bonk that Vimes is entitled a hearing with the Low King. Not supernatural Power in this case, just a very potent cultural precedent.
In John Dies at the End, the heroes disguise themselves as a band to get past security at a Las Vegas hotel in order to confront a demon. They end up facing a swarm of monsters that are "natural dischordians", meaning they can't stand melody due to their hellish origin. The heroes proceed to play an original song written by the titular John himself: Camel Holocaust!
To which the lyrics go. "I knew a man No / I made that part up / Hair! Hair! Haaaairrr! / Camel Holocaust! Camel Holocaust!"
However, in the original version, the heroes perform Guns N' Roses' "Sweet Child O' Mine." This was changed for copyright reasons when the story was physically published.
In Songs of Earth and Power by Greg Bear, any sufficiently great piece of music (or art in general) has inherent magical properties. In particular, there's a piece called the Infinity Concerto which legendarily transported a group of people to another world; later in the book, Mozart (yes, the real one) improvises another piece to transport them all back.
In World War Z, the Americans set up in a defensive formation, then blast Iron Maiden's "The Trooper" as loud as they can to attract the Zombies and fire up the troops. This is more of a knowing nod to the trope, on the part of the characters as much as the writer, given that it's mentioned any similarly loud, sustained noise works just as well; the British, for example, use Highland bagpipes to much the same effect.
In 1632, the uptime forces get a Spanish army to surrender by demoralizing them with rock. Also country, opera, Shostakovich and a small amount of napalm.
The extreme example is probably the opening of The Silmarillion, in which the Ainur create the entire universe by singing.
Also, according to some obscure prophecies about the end of the world, the Children of Eru (Elves and Men—and by then, Dwarves, who, one supposes, can be thought of as His adoptive children) will be participating in the Second Music and either create a better world, or fix the marring of the extant one.
The power returns when Lúthien raises Beren from the dead (usually impossible) by singing so movingly that Mandos (Ainu keeper of dead souls) relents. The genre of the music is unspecified.
Which is basically the Greek legend of Orpheus and Euridice gender flipped.
Lúthien also knocks out Morgoth's entire fortress with a song. She apparently had some pretty good pipes.
None has ever caught him yet, for Tom he is the master / His songs are stronger songs and his feet are faster
Also in The Silmarillion: The sorcerous duel between Sauron and Finrod Felagund takes the form of a song contest.
He chanted a song of wizardry, of piecing, opening, of treachery; revealing, uncovering, betraying.
In Claws that Catch, written by John Ringo and Travis S. Taylor, the crew of the Vorpal Blade II discover a giant artifact in a very strange star system that turns out to be a giant concert venue, they then proceed to defeat an attacking alien fleet with songs such as Freebird and Black Unicorn used to control the star system scale laser lightshow. There is also a major Macross 7Shout-Out in the piece with the anime zone causing it to switch to Macross style J-Pop for a bit.
In Esther Friesner's Unicorn U. the apocalypse is averted with the power of samba.
In LE Modesitt Jr's Spellsong Cycle, a classically trained opera soprano is transported to a world in which music is magic. And nobody there has any training. And combined with some fancy lute playing, is powerful enough to create a city-sized nuclear fusion explosion from thin air.
In The Illiminatus! Trilogy, the Illuminati rock group American Medical Association intends to play an outdoor festival near a lake where Nazi Occultists sunk an invincible army. The power of rock will raise the army, which will slaughter the fans and allow the Illuminati to ascend to a higher plane of existence. It Makes Sense in Context — as much as anything in the book does anyway.
Also from Simon R. Green, the embodied spirit of Jim Morrison leads a cadre of rock musicians who'd died young onto a battlefield, where their performance drives much of an invading army to desertion or flight, while reinvigorating the defenders of Shadows Fall.
The Dresden Files gives us probably the only instance in history of The Power of Polka. Don't ask. Actually, on second thought, do. Because it was AWESOME. Polka will never die! And polka-powered-zombie-T-rex.
Jim Butcher may have actually topped himself. As Demonreach is under attack from Outsiders, Molly brings in the cavalry while using magic to play "We Will Rock You" at epic volume levels. While He Who Walks Before is caught off guard, Harry charges his Winchester with Soulfire, shoves it through the baddy's teeth, and delivers an epic Pre Ass Kicking One Liner.
The Gutbucket Quest, a novel by Piers Anthony, involves a guitar player, The Chosen One, from the real world being sent (by destiny/the fates/random chance) to a world where the South won the Civil War, and most of North America is called "Tejas". Everything revolves around a MacGuffin guitar called the Gutbucket. When played by The Chosen One, it granted nearly god-like powers. Instead of Rock, however, the music of choice is Blues.
In Kim Stanley Robinson's The Memory of Whiteness, the connection between mathematics and music is taken to extremes. The world's greatest physicist has also built the world's greatest musical instrument, and some people who believe that if you are the controller of this majestic instrument, you have some say over a controllable, deterministic version of spacetime would very much like to, uh, convert the Master of the Orchestra...
The band in The Last Days, by Scott Westerfeld'', somehow is able to play music that calls the worms that live under the surface out so that they can be killed. The band ends up saving the world, though it is not stated how long it took.
In Year Zero, Earth's music is so powerfully good that it killed many aliens who first encountered it out of sheer awesomeness. Those that survived are still put into a blissful haze whenever they listen to it.
Coda has this as its focal point, with the Corp using music to control people and the hero, Anthem, using it to express freedom.
It's not quite saving the world, but in Dinoverse Candayce is able to use a psychic projection of Wagner's "Ride of the Valkyries" to keep a line of charging Triceratops from trampling her.
The end of Kim Newman's "The End Of The Pier Show" involves glam-rock psychic detective Richard Jeperson defeating an army of zombie demon Nazis invoked by a spell gone wrong by rigging up a record player to a coastal town civil defense siren and having it play Abbey Road and Let It Be at them.