An incomplete, but still massive list of songs mentioning Margaret Thatcher:
There's also a band called
Thatcher On Acid.
Note that most of these songs are very negative towards Thatcher - apparently, she wasn't real popular with the artists over there. Thanks to
The International Lyrics Server,
Napster,
Google,
Metacognizant,
conform,
wertperch and my former co-worker
Trevor for helping me compile this.