Looking at heavy metal bands who seem to be fans of genre fiction.
One of the early bands to use sci-fi, fantasy and horror imagery in their music, as well as being of the the earliest bands to be considered "Heavy Metal", Black Sabbath has quite a few songs to choose from. I'm also including Ozzy's solo band in this. As always, most of my "research" is just me going to Wikipedia.
Iron Man is probably one of their most famous songs, and even though it was not in any way associated with the comic book character, Marvel seems to have made efforts to associate their character with the song, especially in the movies.
The song tells the story of a man who time travels into the future, and sees the apocalypse. In the process of returning to the present, he is turned into steel by a magnetic field. He is rendered mute, unable verbally to warn people of his time of the impending destruction. His attempts to communicate are ignored and mocked. This causes Iron Man to become angry, and have his revenge on mankind, causing the destruction seen in his vision.
N.I.B. - Lyricist Geezer Butler has said that "the song was about the devil falling in love and totally changing, becoming a good person.
Originally named nib after a nickname for drummer Bill Ward's beard, it became known as an acronym for Nativity in Black.
The Wizard was about a wizard using his magic to encourage people (and also their drug dealer) and was inspired by Gandalf.
After going into a solo career, Ozzy had a few genre themed songs himself.
Bark at the Moon is a werewolf story, and the music video gives it a Jekyl and Hyde feel with a mad scientist (played by Ozzy) turning himself into one
The song Rock and Roll Rebel makes references to the ministries from Orwell's 1984
And this last one, Over the Mountain, is about Astral Projection