anything from Nick Cave's Murder Ballads album, especially Stagger Lee.
and anything from Johnny Cash's Murder album (from the Murder, Love, God, Life compilation series), like Long black veil or Delia's gone
How long is your radio show? If you take the version of O' Malleys Bar from Nick Cave's B-sides box, it lasts over 30 minutes. So if you play that as last song, you can go home early for a change
Oh, and anything by Babes In Toyland may fit in nicely too.