The Dead are good here.
Not the best song, but perhaps the best TITLE: "Alice D. Millionaire".
Aoxomoxoa alone has St. Stephen, Dupree's Diamond Blues, Rosemary, and Cosmic Charlie.
Workingman's Dead has Uncle John's Band, Black Peter, Casey Jones (GREAT tune)
Skull F*** has Bertha, Mama Tried, Me And My Uncle, Big Boss Man, Me And Bobby McGee (cover), Johnny B. Goode (cover)
Blues For Allah has Franklin's Tower, King Solomon's Marbles, and Blues For Allah
Go To Heaven has Althea, Antwerp's Placebo, Peggy-O, and Jack-A-Roe
Then there's Row Jimmy, Stella Blue (BEAUTIFUL song), Katie Mae, Viola Lee Blues, Jack Straw, Ramble On Rose, Tennessee Jed, Sugar Magnolia, Loose Lucy, Mr. Charlie (GREAT song), Samson And Deliliah, Stagger Lee, My Brother Esau, and Picasso Moon.
Again, I recognize not all fit the category, but some do, and I think it's interesting that they use that device so often.