There have been a couple of good ones recently that I can think of.

Of course you have the Pogues appearing in several films: Two if By Sea, Grosse Point Blank, Sid and Nancy though usually their film material is their least traditional.

Patrick Street's Music for a found harmonium appears in Hear My Song.

The whole score for Miller's Crossing sounds an awful lot like a track on a Boys of the Lough album. As a side note if anyone knows what track this is from the boys of the lough I would appreciate.

So there are a couple.