My friend Tima went to see They Might Be Giants in Brooklyn for New Year's Eve. The band did a medley of venue songs that she quite enjoyed, so she sent me this link to some of them. I've been a TMBG fan for almost 20 years, so it's good to see that they're still doing fun and fresh things. Here's the link if you want to check to see if there's a song about your favourite club:
http://www.tmbg.com/