Only Connect Music Question

My favorite game show currently airing is the British quiz show Only Connect. Rather than rewarding pure trivia knowledge, Only Connect draws on lateral thinking as teams try to determine the connections between apparently random clues. I like to come up with Only Connect questions in my spare time, and I've decided to post a few of them just for fun. These aren't as meaty as my variety crosswords and other standalone puzzles, but I think they're nice little tidbits.For this question, there are four music clips, presented in order. Your challenge: figure out what the songs have in common. The connection can relate to just about any aspect of the songs, but it is quite specifically and narrowly defined. The fewer clips you need to hear before getting the connection the better, but I'm not actually keeping score here. Have a go, won't you?