Not exactly looping the same song over and over, but I looped the first five tracks of Arcade Fire's "Funeral" not too long ago for an entire evening.
People keep bringing up New Order here, and for good reason. While New Order was never that great of an "album" band (no, Substance 1987 doesn't count), they have made some simply incredible songs that hold up very, very well today. I think I've repeated at least eight or nine songs by them over the years "obsessively". Last one being either "Regret" or the Substance remix of "Everything's Gone Green", which has a simply *tremendous* three or four minute non-vocal finisher that is New Order at it's genious.