Ah, Nick Cave's songs are a particularly good source of inspiration, since he's usually telling more or less complete stories. E.g. his Murder Ballads."Red Right Hand" by Nick Cave and the Bad Seeds set the tone for that.
Henry Rollins works similarly well for me.
Kate Bush has a tendency to choose interesting topics for her songs that can inspire stories (probably because they're sometimes themselves inspired by stories

Stan Ridgway's song 'Camouflage' once inspired me to write an adventure.