I can't believe that nobody's mentioned "You're The Two" by The Roches! Such a happy, poly song.
"Some girls will settle for just one... they don't know what they're missin', they ain't havin' any fun!"
Then there's My Girlfriend's Girlfriend by Type O Negative (RIP Peter).
"It's no secret we're close... as sweaty velcro."
I especially like his line in this song "she looks like you"... who's to say exactly what he meant by it, but to me it says "yes it's an odd situation but the third is not some freak, she's just another person, just like you."
And let's not forget "Two Heads are Better than One" by Power Tool.
It's about two men who fight over a woman, realize how stupid it was, and decide that they'll only sleep with women they can share from then on. The song references them as brothers, I've always assumed that they were meant to be close friends, but who knows.
"We said you've gotta have both, she said 'That's a joke, it takes two just to get my attention!'"