I'm Not Sleeping                (obviously!)
 Goodnight Elisabeth             I woke up in pieces...
 Anna Begins                     I don't get no sleep in a quiet room
 I Wish I Was A Girl             He tells you I'm not sleeping in my hotel room alone
 Perfect Blue Buildings          Asleep in perfect blue buildings
 A Murder of One                 Are you happy where you're sleeping?
 Barely Out of Tuesday           I woke up Wednesday morning
 Catapult                        Somebody tell me if I am sleeping
 Angels of the Silences          Every time I fall asleep, every time I dream
 Children in Bloom               Gotta get up from this slumber
 Have You Seen Me Lately?        She loved to watch me sleep
 Miller's Angels                 Don't wake me please...
 Monkey                          Don't know if I'm wide awake or dreaming
 Mrs Potter's Lullaby            Well I woke up in midafternoon
 Kid Things                      I sleep better when I'm not alone
 August and Everything After     They're waking up maria
 Bulldog                         They come to you at night
 Chelsea                         I dream I'm in New York City some nights
 Margery Dreams of Horses        Woke up in Kentucky
 Open All Night                  (obvious - a lack of sleep)
 Suffocate                       Can't even sleep when you're with me
 Four Days                       She is sleeping far away
 All My Friends                  You go to sleep dreaming how you would
 Round Here                      Never sent to bed early
 
 Note, some of these songs mention sleep more than once. I have
 just chosen the line which sprang to mind first.