Kimmy, I used to have such a thing for Du Hast by Rammstein. Though I constantly find new erotic songs so its been a little forgotten.
For me it depends. One valentines I made Mix CD's for my Boyfriend - one with Slow, sensual songs and one with, er... not slow songs. Haha. My list is pretty much endless
To answer the question, off the top of my head:
Change (in the house of flies), Lucky You - Deftones
Thinking of You - APC
Black Milk - Massive Attack
The Sinner In Me and I want you now - Depeche Mode
A few bazillion NIN songs, including but not exclusively: Memorobillia, Physical, Get Down Make Love, Down In It. And years ago I would have said closer, but its somewhat been ruined for me, by over playing.
And, not forgetting a large portion of the Erotica album by madonna