Making playlists for writing is a tricky thing. The music has to be broken in enough that it sits comfortably in the background, yet not so bland that I get distracted by other stuff. It has to function as a noise curtain and Pavlovian creativity-trigger at the same time. As I'm currently working on a dystopia, I've got less than jolly music running in the background: Peter Gabriel's Passion, Fever Ray (by Fever Ray), Zamia Lehmanni by SPK, the soundtrack for Le Temps des Gitanes by Goran Bregovic and a mix CD a friend gave me years ago with some kind of ambient/creepy music that I have no idea what it is (and I don't want to find out. Mystery music is good).
As for previous stories, writing "Augusta Prima" required lots of Kate Bush and Siouxsie and the Banshees. "Some Letters for Ove Lindström" was fueled by Iron & Wine and 16 Horsepower. "Jagannath" also had Le Temps des Gitanes running through it - seems that the wistful Balkan tunes lend themselves really well to SF and dystopias. I wrote "Cloudberry Jam" to Tori Amos and the Swedish folk group Triakel. "The Aunts" was originally written with Tori Amos's From the Choirgirl Hotel in the background and then revised with Florence + the Machine's Lungs.
I found an even older list of writing music. Apparently "Vem är Arvid Pekon?", the short story from which the collection takes its name, emerged to the interesting combination of Play by Moby, Twice Upon a Time by Siouxsie and the Banshees, and Ölörum Sana by Tarkan (mmm, Turkish crooners). Not what I would have thought, considering the story is about some poor guy working at a switchboard.
(speaking of Turkish crooners? Yavuz Bingöl. Works for everything.)