I absolutely adore Nine Inch Nails. The band has been one of my favorites since I first heard them back in the early 90's. Trent Reznor, the creative force behind the group, has done a lot of very interesting projects. Last month, he released a brand-new set of albums online: Ghosts I-IV. The first album is free, and the rest can be purchased in a variety of formats for either online download, or physical CD. The entire set is licensed under the Creative Commons Share-alike, which means you can freely distribute it and re-use it for non-commercial purposes.
Now, he's released a new NIN album online entirely free: The Slip. It's also under the same license, and can be downloaded in many different formats.