another connection;
Kate Bush
The Beatles
Depeche Mode
New Order
Eminem
clue; think of another thread on this board
OK, I'm thinking cover versions (since no one else seems to be having a go).
We know that Kate Bush does very few covers, but maybe it's a cover of one of her tracks.
The only one I can think of is The Lemonheads' Running Up That Hill.
EDIT: I think that's Placebo. Seems that it's
Futureheads who did Hounds of Love
For the otehrs, I can think of surprisingly few cover versions (except, of course, the Beatles, who every man & his dog have done). Johnny Cash did Personal Jesus.