I'd never heard of The Tiger Lillies until yesterday. These guys are completely awesome. Their genre (according to wikipedia) is dark cabaret.

They have a bunch more songs on grooveshark.com if you like what you hear.

The Tiger Lillies- Living Hell on Vimeo

another one I really like from them called Bumhole:
Grooveshark - Listen to Free Music Online - Internet Radio - Free MP3 Streaming