I don't think there are many songs referring to specific parks or coasters, probably because very few of them are famous enough to reach near-universal cultural awareness. However, 'Eleanor Put Your Boots On' by Franz Ferdinand is an exception, making reference to the Coney Island Cyclone.
"But if you run you can run
To the Coney Island rollercoaster
Ride to the highest point and
Leap across the filthy water"