The second part of "Layla" in Goodfellas, when the bodies start appearing, The Grandaddy song in 28 Days Later, (scene in the supermarket), and Fools Gold in Trainspotting.

Whiter Shade of Pale in the opening sequence of Withnail and I

Grandmaster Flash and Melle Mel - White Lines in Shaun of the Dead (don't scratch it!)

also, not strictly within the scope of this thread but please forgive me, King of the Swingers!

Sleep's Dragonaut in Gummo as the two 'heros' ride BMX bikes downhill. Gummo has a pretty fine soundtrack.

Reservoir Dogs has about four great song placements.

My favorite is another Tarantino one: Bobby Womack's "110th Street" in Jackie Brown. It backs the opening and closing credits, and it's right both times.

242sumner wrote:"Just Like Honey" by The Jesus and Mary Chain in Lost in Translation

Seconded.

Tangerine Dream's 'Love on a train' in Risky Business.

"Smile" in Modern Times.

fishingrhod wrote:Whiter Shade of Pale in the opening sequence of Withnail and I

Hendrix's "All Along the Watchtower" is great in that.

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Without wishing to re-ignite the Gallo debates, the use of Close To The Edge by Yes in Buffalo 66 is really good. I was in two minds about the film at the time but I really remember that sequence.

Also, Voodoo Chile at the end of Withnail & I sounds incredible as does pretty much any Cohen Bros film. The bit where Beefheart comes on in The Big Lebowski is great, but then again that's a great song.

I second the vote for the coda of Layla in Goodfellas too.