And Linkin Park has a game in the works, so you can't say them.
Here goes:
ABNEY PARK

The story behind this band is that they were a goth band, but one day, their plane collided with the airship of a time-traveling scientist. The survivors got together and, with the airship, became sky pirates.
And don't say anything about any of the other gr8 steampunk games out there.
I can kinda see this as a GTA-style steampunk pirate game, where you play as Abney Park as you pillage the alt-history Victorian Era that steampunk is known for.
MARILYN MANSON

Their music and its themes('their' because the name refers to the lead singer and the band itself) would lend itself to a video game quite well.
In fact, I think Manson (the person) wants to see Holy Wood (the novel) as either a video game or a graphic novel.
I think Holy Wood would work the best as a game, as opposed to "Antichrist Superstar" or "Mechanical Animals". The story of "Holy Wood" is about Adam Kadmon, who lives in the Valley of Shadows, the land of rejects. And Holy Wood is the land where the beautiful yet fake people live, who antagonize the Valley of Shadows. And Adam rises up and leads a revolt against Holy Wood and destroys it, only to have his rebellion turned into something as artificial as the people they destroyed.
THE PHENOMENAUTS

Their sound and on-stage look, with its inspiration from '50s sci-fi, would make a great game.
Perhaps something Metroid-like? I don't know.