In Leslie Fish's Filk Song "Where, Oh Where, Has Cthulhu Gone", the Great Old Ones pack up and leave Earth, frightened by the invention of the atom bomb (and man's eagerness to use it).
Where, oh where are the Old Ones gone?
Scrambled back to their darkling lands
They have fled with a rare good sense
The lightnings held in human hands
This song about narwhals has a lyric that claims "they stop Cthulhu from eating ye", before showing an octopus-like creature (most likely Cthulhu) attacking a boat and subsequently being impaled by the horn of a narwhal.
The song "Intergalactic" by the Beastie Boys has a music video that depicts what appears to be a robot made of Erector Set taking on what looks like Cthulhu. Erector-Bot wins by punching the Eldest One into some power lines.
In the Charlie Daniels Band song "The Devil Went Down to Georgia", Satan challenges a violinist named Johnny to a fiddle-playing competition. A solid-gold fiddle against Johnny's soul. Johnny takes the bet, warning the Devil, "I'm the best that's ever been." Once they play, the Devil doesn't even need to be told that he lost, handing over the gold fiddle without a word. Johnny responds with one of the most badass lyrics, ever. Ever. "Just come on back if you ever want to try again. I told you once, you son of a bitch, I'm the best that's ever been." (it appears in Guitar Hero III as BGM to a guitar-battle with Lou)
The Devil tries again in the follow-up song "The Devil Comes Back To Georgia" after Johnny has married and has at least one kid. Predictably, Johnny beats him again.
Alestorm's "Leviathan" has a motley pirate crew going up against the title beast from beyond and getting utterly stomped, many of their mates devoured and slaughtered. But in "Death Throes of the Terrorsquid," the sequel to this song, the crew returns for revenge, and not only take the beast on, but destroy it once and for all.
When Dennis Wilson put "Never Learn Not to Love" on a The Beach Boys single, the song had been heavily altered from Charles Manson's original lyrics titled "Cease to Exist". Manson had allowed Wilson to have the song on the condition that he not change any of the lyrics. Wilson also took sole label credit. Manson threatened to kill Wilson. According to Beach Boys collaborator Van Dyke Parks, Manson then went to Wilson's house to carry out the threat. Instead, Wilson beat up Manson. Some months later, when the Beach Boys learned of the Manson murders, they had an eerie "Did You Just Punch Out Cthulhu?" sort of reaction.
"Godwhacker" by Steely Dan is about bounty hunters that have been hired to kill God himself - the lyrics suggest they have killed other gods before but have now been hired to go after the main man himself this time.
The "Weird Al" Yankovic song "Bob" is a collection of occasionally-related palindromes containing the line "Ah, Satan sees Natasha/No devil lived on."
Nitro's "Machine Gunn Eddie" is about the titular hero making good on his Badass Boast going face to face against The Legions of Hell and winning, throwing the Devil into a fiery pit.
In live performances, Nick Cave often adds a verse to the traditional blues song "Stagger Lee" in which the Devil comes to take the titular character to Hell, followed by Stagger shooting him dead.