Rock music, pop music. It has to be in English, right? Well. It's obviously natural for English artists to use English, to some degree also for American and Australian performers. But for non-natives? It may make sense if you want an international audience, but not always. A band like Rammstein performs quite well, despite singing in German. In fact, I find that German fits their music very well and I've got all their albums minus 1. (It has to be said das ich Deutsch verstehen, that may have something to do with it).
Some claim that they find it easier to express themselves in English. Which begs the question: How can you expect to write better lyrics in a language you don't master? More likely, to non-English listeners bad lyrics don't sound as bad as they really are in a foreign language.
Here are a couple of Norwegian rock bands singing in Norwegian (curiously, two of the bands selected an English name :
"Metropolis" by the band "Seigmen" (named after a Norwergian candy)
"Splitter pine" (translated: "totally bonkers") by Dum Dum Boys
"Ompa til du dør" ("oom-pah till you die") by Kaizer's Orchestra.
So, what are your localized favourites? I see the musketeer has already given a few (good) Danish examples.
pibbur who knows Norwegian better than English, but tends to write just as many typos in both languages.