Street Hassle by Lou Reed. Less a song than a story. Second is When the ship comes in by Bob Dylan.
Also try Guantanamera by Pete Seeger, Elephant Gun by Beirut, Jesus was a Crossmaker by Judee Sill, Polio by Staff Benda Bilili, Every night I die at Migagis by Ariel Pink, The Bottle by Gill Scott Heron, Naive Melody by Talking Heads, Lawyers Guns and money by Warren Zevon, A minor place by Bonnie 'Prince' Billy, Magic Hollow by The Beau Brummels, A house is not a motel by Love, Toroya by Issa Bagayogo, Song to the siren by Tim Buckley, Lull by Andrew Bird, Today byJefferson Airplane, Martha by Tom Waits, Into my arms by Nick Cave, The Day the world went away by NIN, Ghost Host by Buckethead, Hats off by Primus, Heliosphan by Aphex Twin etc.