I've had an interest in baseball music since I heard "Go Cubs Go" at Wrigley Field. Here are some of the songs I know about.
Victory song - Go Cubs Go by Steve Goodman
Boston Red Sox
Middle of 8th inning - Sweet Caroline by Neil Diamond
Victory song - Dirty Water by The Standells
The lyrics "dirty water" refer to the Charles River which has a notorious reputation for being so dirty that if you fell in a few years ago, you had to go to the hospital.
New York Yankees
Mariano Rivera coming out to mound - Enter Sandman by Metallica
Victory song - New York, New York performed by Frank Sinatra
I don't like the Yankees, but you have to include them for historical reasons. I've attended Cubs, Red Sox, and Yankees games.