Reprinted from Paste Magazine:
Last week at a show in Minnesota, Bradford Cox, frontman of Atlas Sound and Deerhutner, got a fan who requested “My Sharona” to strip to their underwear and stand on stage while the band played the song for an hour. Extreme? Yes. Satisfying to hear about? Absolutely. Here are a few other artists who have publicly dealt with the frustration of certain absurd song requests.
Every Moment Has A Song 
Mar 09, 2012 @ 18:21:48
I want this to hang on my wall, hahaha!
Mar 09, 2012 @ 18:23:35
Yeah, it’d make a good poster.
Mar 18, 2012 @ 10:31:38
Even a serious request can draw a harsh response. I heard Arlo Guthrie turn to the crowd and sneer, “Buy the record. That’s what they told us the tour is for, to get you to buy records.”
Mar 18, 2012 @ 12:12:57
Damn!