While we're all, you know... waiting for The End of The World. A couple of my favorite songs about the apocalypse. I'd recommend both discs mentioned below, but you might want to get to your local record store quick, just in case.
Elvis Costello and the Imposters performing "Waiting for the end of the World", "Radio Radio" and "Mystery Dance" live in Memphis. The original end of the world song appears on the excellent My Aim is True (1977).
R.E.M. performing "It's the end of the world as we know it (and I feel fine)" from MTV Unplugged. The original song appears on their excellent Document (1987).